To obtain a linear model

This feature requires the Statistics Base option.

From the menus choose:

Analyze > Regression > Automatic Linear Models...

1. Make sure there is at least one target and one input.
2. Click Build Options to specify optional build and model settings.
3. Click Model Options to save scores to the active dataset and export the model to an external file.
4. Click Run to run the procedure and create the Model objects.