23.6 Selection of the Best Equation: Stepwise
Stat > Regression > Stepwise
With the previously used option (Best Subsets), it is possible to consider up to 31 explanatory variables as candidates to enter into the model. Although a large number of variables (from 20 or 25) implies a high computing time, this option is usually sufficient in most cases.
If the number of variables is greater than 31, or the computing time is very high when using less than 31 variables, an alternative is to use the Stepwise method, which is known to be very fast regardless of the number of explanatory variables.
Use all default options to obtain: