



groups a term with its precedent terms and calculates the group’s significance probability for entry as a joint F test. Combine is the default rule.


Creates a model for the Fit Model window from the model currently showing in the Current Estimates table. In cases where there are nominal or ordinal terms, Make Model can create new data table columns to contain terms that are needed for the model.


Description of Current Model Statistics describes the statistics for the current model, which appear below the Stepwise Regression Control panel.
Adjusts R2 to make it more comparable over models with different numbers of parameters by using the degrees of freedom in its computation. The adjusted R2 is useful in stepwise procedure because you are looking at many different models and want to adjust for the number of terms in the model.


Mallow’s Cp criterion for selecting a model. It is an alternative measure of total squared error and can be defined as follows:
where s2 is the MSE for the full model and SSEp is the sumofsquares error for a model with p variables, including the intercept. Note that p is the number of xvariables+1. If Cp is graphed with p, Mallows (1973) recommends choosing the model where Cp first approaches p.





Notice that the default selection for Direction is Forward.
2.

Click Step.

From the top figure in Current Estimates Table for Forward Selection, you can see that after one step, the most significant term, Runtime, is entered into the model.
3.

Click Go.

The bottom figure in Current Estimates Table for Forward Selection shows that all of the terms have been added, except RstPulse and Weight.
2.

Click Enter All.

3.

For Direction, select Backward.

4.

Click Step two times.

The Current Estimates and Step History tables shown in Current Estimates with Terms Removed and Step History Table summarize the backwards stepwise selection process.
Traditional test statistic to test that the term effect is zero. It is the square of a tratio. It is in quotation marks because it does not have an Fdistribution for testing the term because the model was selected as it was fit.


Significance level associated with the F statistic. Like the “F Ratio,” it is in quotation marks because it is not to be trusted as a real significance probability.


As each step is taken, the Step History report records the effect of adding a term to the model. For example, the Step History report for the Fitness.jmp example shows the order in which the terms entered the model and shows the statistics for each model. See Example Using Stepwise Regression.