I am building a GLS model following protocol in "Zuur, 2009. Mixed effects models..." on p.90.
I have 5 continuous predictors. VarConstPower variance structure works best for me. At first the fixed part of the model includes all covariates. At that point I get the lowest AIC when variance part also includes all 5 covariates. But with model selection my fixed part shrinks to only 2 covariates. Can I still retain all 5 covariates in my variance part?