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JMP 11 Fitting Linear Models by

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Chapter 5  
Stepwise Regression Models
Find a Model Using Variable Selection
About Stepwise Regression
Stepwise regression is an approach to selecting a subset of effects for a regression model. Use stepwise regression when there is little theory to guide the selection of terms for a model, and the modeler wants to use whatever seems to provide a good fit. The Stepwise Fit also includes features for looking at all possible models (including heredity factors) and model averaging.

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