I have 10 independent variables to include in an OLS regression model. I know how to interpret the results and that for comparing models, the AICc value can be used, where a smaller value indicates a better model (ArcGIS Help).
But to find the best OLS model I cannot try all different combinations of the independent variables myself. So if I start with all 10 independent variables for the first model, how should I define, which independent variables to keep/remove to get a better model? Removing those variables where the coefficient is small? Removing those variables that are not statistically significant?