To select relevant covariates in a model more efficiently than the stepwise covariate model (SCM) building procedure, SCM+ was developed. Read about this more optimal search algorithm in this paper by Pharmetheus colleagues. By SCM+ together with stage-wise filtering, that takes prior knowledge of the covariates’ impact of the model into account, up to 70% higher efficiency than traditional SCM was reached, both in terms of runtime and computational burden.
Find the publication here.
