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Variable selection is an important issue in many fields such as public health and psychology. Researchers often gather data on many variables of interest and then are faced with two challenging goals building an accurate model with few predictors, and making probabilistic statements (inference) about this model. Unfortunately, it is currently difficult to attain these goals with the two most popular methods for variable selection methods stepwise selection and LASSO. The aim of the present study was to demonstrate the use predictive pr