JMP allows you to perform stepwise procedures for least squares methods (regression and analysis of variance) and logistic regression.
You can select the "Stepwise method" by clicking "Method" in the upper right corner of the "Fit Model" menu.
The discriminant analysis menu also allows you to interactively select variables in a stepwise fashion.
In JMP Pro, you can also use Generalized Regression under Fit Model to select a model using methods such as forward selection .
FAQ #3308
