Automatic model selection.

[#1]

Is there a way to automatically select the best model from a subset of predictors, where a number of predictor variables are available for predicting some outcome. I've used Mallows Cp in mini-tab but cannot seem to locate it in the Fit Model Platform in JMP.

E.G.

A =  Dependent Variable 

B,C,D = Independent Variables

I want to auto select the best model from these possible combinations. 

A vs B

A vs C

A vs D

A vs BC

A vs BD

A vs CD

A vs BCD

[#2 · Accepted solution]

A quick search of the Statistics Index for Mallow's C(p) shows:

It is available in the Stepwise Personality under the Fit Model Platform.

The online help us available @

Stepwise Regression Control Panel 

[#3]

Awesome. Works perfect, thanks for that!