Given your intention, it might be better to look at 'Analyze > Fit Y By X'.
This script:
dt = Open("$SAMPLE_DATA/Big Class.jmp");
biv = dt << Bivariate(
Y( :height ),
X( :weight ),
GroupBy( :sex ),
FitLine(),
FitPolynomial(2)
)
will produce output like this:
and there are lots of additional customizations you could use.