Thanks! I should have thought of that.
Here is the script taken from the "Source" embedded script, created when right clicking on the table in the All Possible Models section of the Fit Model platform and selecting, "Make into Data Table". It provides the script directly from JMP.
Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/Fitness.jmp" );
platform = Data Table( "Fitness" ) << Fit Model(
Y( :Oxy ),
Effects( :Runtime, :Weight, :RunPulse, :RstPulse, :MaxPulse ),
Personality( "Stepwise" ),
Run( All Possible Models( 5, 10 ) )
);
Wait( 0 );
Report( platform )[Outline Box( "Stepwise Fit for Oxy" )][
Outline Box( "All Possible Models" )][Table Box( 1 )] << Make Combined Data Table;
Report( platform ) << Close Window;