Select Help > Sample Data Library and open Fitness.jmp.
Select Analyze > Fit Model.
Select Oxy and click Y.
Select Runtime, RunPulse, RstPulse, and MaxPulse and click Add.
For Personality, select Stepwise.
Click Run.
All Possible Models Popup Dialog
All Possible Models Report
The models are listed in increasing order of the number of parameters that they contain. The model with the highest R2 for each number of parameters is highlighted. The radio button column at the right of the table enables you to select one model at a time and check the results.
Note: The recommended criterion for selecting a model is to choose the one corresponding to the smallest BIC or AICc value. Some analysts also want to see the Cp statistic. Mallow’s Cp statistic is computed, but initially hidden in the table. To make it visible, right-click in the table and select Columns > Cp.

Help created on 9/19/2017