Nope, that does not work.
 
I also tried: 
 
[OutlineBox(evalinsert("\[Stepwise Fit for ^yparm^]\");)]
 
 
Did also not work
 
Variable name has special characters, but i would not expect it to be a problem:
 
yparm = "Challenge1+E(N(0,1))";
 
 
Because:  Performing manually:   rmb 'Make into Data Table ' -> open script 'Make into Data Table'
Gives me entry:
 
Report(platform)[OutlineBox("Stepwise Fit for Challenge1+E(N(0,1))")]
And that runs. 
It goes south once i try to do it dynamically.
 
 
Any other suggestions?