To do a stepwise regression
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1    Choose Stat > Regression > Regression > Fit Regression Model.

2    In Responses, enter one or more columns that contain the response (Y) variable(s).

3    In Continuous predictors, enter any candidates for continuous predictors.

4    In Categorical predictors, enter any candidates for categorical predictors.

5    If you want to add interaction terms and polynomial terms, click Model.

6    Use the tools to specify the model. Click OK.

7    Click Stepwise and choose a stepwise method. Click OK.

8    If you like, use one or more of the dialog box options, then click OK.