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    %% Create a Generalized Linear Model Stepwise  
% Create response data using just three of 20 predictors, and create a generalized
% linear model stepwise to see if it uses just the correct predictors.   

%% 
% Create data with 20 predictors, and Poisson response using just three
% of the predictors, plus a constant. 
rng default % for reproducibility
X = randn(100,20);
mu = exp(X(:,[5 10 15])*[.4;.2;.3] + 1);
y = poissrnd(mu);  

%% 
% Fit a generalized linear model using the Poisson distribution. 
mdl =  stepwiseglm(X,y,...
    'constant','upper','linear','Distribution','poisson')