I have a large number of "categorical" moderators (35 moderators). I am planning to use the best subset of these moderators that can maximally explain the variation in my 257 correlated effect sizes from 51 studies.
The R package
leaps does perform best subset analysis for [weighted] OLS regression via function
regsubsets() but to make that suited to meta-analysis (e.g., using
robu() from package
robumeta) I think need to define
weights argument in
regsubsets() so I can basically make this suited for RVE (Robust Variance Estimation) purposes not simply OLS regression.
Any idea regarding how I can execute my plan in R or generally how I can choose best subset of moderators for
robumeta in R?