It appears the instructions are not quite complete if you want to do further selection. If you follow those steps and review the Output window in the Regression node results, you will likely find something like the following:
/*** BEGIN EXCERPT ***/
NOTE: The stepwise model building process has reached the MAXSTEP= 0 limit.
The selected model is the model trained in the last step (Step 0). It consists of the following effects:
/*** END EXCERPT ***/
The Maximum Number of Steps property in the Selection Options dialog is set to 0 by default which means that no steps will be taken unless you change that value. Setting Maximum Number of Steps = 5 will allow the stepwise regression to take up to 5 steps before stopping. Try modifying this option and let me know if that doesn't solve the problem.
Hope this helps!
Doug
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