improvement/Time saving for step-to-step multivariate linear regressions

[Moisedau]

I perform multivariate linear regressions using the stepwise statistical analysis method, and when I need to remove variables with a high VIF in the coefficient estimation section, I have to search for them among the summary of effects section to select and remove them.

The improvement I would like to see is the ability to directly select variables in the coefficient estimation section, which would automatically select the corresponding variable in the summary of effects section for removal.

This would save a lot of time when conducting this type of test with a large number of variables.