The value of Bayesian predictive projection for variable selection: an example of selecting lifestyle predictors of young adult well-being.

Predictive projection was used to efficiently arrive at a compact model with good predictive accuracy. The predictors selected into the submodel - felt refreshed after waking up, had less trouble concentrating, and ate more servings of fruit - were all theoretically meaningful. Our findings showcase the utility of predictive projection in a practical variable selection problem.