Stepwise Regression

[#1]

Use to perform automated variable selection in multiple linear or logistic regression models. The method is particular useful when there is a large number of candidate explanatory variables.

Stepwise Regression

1. From an open table, select Analyze > Fit Model.
2. Select a response variable from Select Columns and click Y.
3. Select predictor variables and click Add.
4. If desired, select a validation column (JMP^® Pro only).
5. Select Stepwise from the Personality drop-down menu.
6. In the resulting Stepwise Fit window (below):

• Select a Stopping Rule.
• Select the step Direction (forward, backward or mixed).

Car Physical Data.jmp (Help > Sample Data Library)

• For Forward regression, remove all terms, then click Step or Go.
• For Backward regression, enter all terms, then click Step or Go.
• The Mixed direction is only available with the p-value stopping rule.
• To run the model shown in the Current Estimates table, click Run Model.
  JMP generates the Fit Model report.
• See the Multiple Linear Regression or Multiple Logistic Regression one-page guides for more details.

Visit Fitting Linear Models > Stepwise Regression Models in JMP Help to learn more.