To cite the 'projpred' R package:

Piironen J, Paasiniemi M, Catalina A, Weber F, Vehtari A (2022). “projpred: Projection Predictive Feature Selection.” R package version 2.2.0, https://mc-stan.org/projpred/.

To cite the 'projpred' comparison paper:

Piironen J, Vehtari A (2017). “Comparison of Bayesian predictive methods for model selection.” Statistics and Computing, 27, 711-735. doi:10.1007/s11222-016-9649-y.

To cite the 'projpred' GLM paper:

Piironen J, Paasiniemi M, Vehtari A (2020). “Projective inference in high-dimensional problems: Prediction and feature selection.” Electronic Journal of Statistics, 14, 2155-2197. doi:10.1214/20-EJS1711.

To cite the 'projpred' GLMMs and GAMMs paper:

Catalina A, Bürkner P, Vehtari A (2020). “Projection predictive inference for generalized linear and additive multilevel models.” arXiv:2010.06994, https://arxiv.org/abs/2010.06994.

Corresponding BibTeX entries:

  @Misc{,
    title = {{projpred}: Projection Predictive Feature Selection},
    author = {Juho Piironen and Markus Paasiniemi and Alejandro
      Catalina and Frank Weber and Aki Vehtari},
    year = {2022},
    note = {R package version 2.2.0},
    url = {https://mc-stan.org/projpred/},
    encoding = {UTF-8},
  }

  @Article{,
    title = {Comparison of Bayesian predictive methods for model
      selection},
    author = {Juho Piironen and Aki Vehtari},
    year = {2017},
    journal = {Statistics and Computing},
    volume = {27},
    issue = {3},
    pages = {711-735},
    doi = {10.1007/s11222-016-9649-y},
  }

  @Article{,
    title = {Projective inference in high-dimensional problems:
      Prediction and feature selection},
    author = {Juho Piironen and Markus Paasiniemi and Aki Vehtari},
    year = {2020},
    journal = {Electronic Journal of Statistics},
    volume = {14},
    issue = {1},
    pages = {2155-2197},
    doi = {10.1214/20-EJS1711},
  }

  @Unpublished{,
    title = {Projection predictive inference for generalized linear and
      additive multilevel models},
    author = {Alejandro Catalina and Paul-Christian Bürkner and Aki
      Vehtari},
    year = {2020},
    note = {arXiv:2010.06994},
    url = {https://arxiv.org/abs/2010.06994},
    encoding = {UTF-8},
  }