For continuous responses, the Stepwise platform includes the All Possible Models option. It is accessible from the redtriangle menu on the Stepwise control panel. Enter values for the maximum number of terms to fit in any one model and for the maximum number of best model results to show for each number of terms in the model.
1.

Open the Fitness.jmp sample data table.

2.

Select Analyze > Fit Model.

3.

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6.

Click Run.

7.

From the red triangle menu next to Stepwise, select All Possible Models.

9.

Click OK.

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, Rightclick (Controlclick on the Macintosh) in the table and select Columns > Cp from the menu that appears.