Open the Reactor.jmp sample data table (Box, Hunter, and Hunter 1978).
Select Analyze > Fit Model.
Select Y and click Y.
Select F, Ct, A, T, and Cn and click Macros > Factorial to Degree.
For Personality, select Stepwise.
Click Run.
Initial Current Estimates Report
The model in Initial Current Estimates Report contains all factorial terms up to two-factor interactions for the five continuous factors. Note that some terms have more than one degree of freedom (nDF) due to the restrictions placed on some of the terms. Under the model selection rules described above, a crossed term cannot be entered into the model until all its subterms are also in the model. For example, if the stepwise process enters F*Ct, then it must also enter F and Ct, which gives F*Ct an nDF of 3.
Current Estimates Report, Step 1
The progress of multiterm inclusion is a balance between numerator degrees of freedom and opportunities to improve the fit. When there are significant interaction terms, often several terms enter at the same step. If the Step button is clicked once, Ct*T is entered along with its two contained effects Ct and T. However, a step back is not symmetric because a crossed term can be removed without removing its two component terms. Note that Ct now has 2 degrees of freedom because if Stepwise removes Ct, it also removes Ct*T.