In JMP, stepwise regression is a personality of the Fit Model platform. The Stepwise feature computes estimates that are the same as those of other least squares platforms, but it facilitates searching and selecting among many models.
This chapter uses the term significance probability in a mechanical way to represent that the calculation would be valid in a fixed model, recognizing that the true significance probability could be nowhere near the reported one.

Help created on 9/19/2017