stepwise regression by GENSTAT

I am using GENSTAT for performing a multiple linear regression. To
select the most suitable explanatory variables this programm provides
a "stepwise regression method". However I do not understand how this
method leads to a result.

According to my handbook it drops the variable which gives the lowest
mean square (Residual) in an ANOVA set-up.

And here I am losing the logic. I was convinced that a lower mean
square (Residual) resulted in a higher variance ratio (which is the
m.s.(Regression) divided by the m.s.(Residual) and thus in a lower F-
probability.

Can some-one help me out ?

Hubert

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