How to create a Best-Fitting regression model?

Best Subset Regression method can be used to create a best-fitting regression model. This technique of model building helps to identify which predictor (independent) variables should be included in a multiple regression model(MLR). This method comprises of scrutinizing all of the models created from all possible permutation combination of predictor variables. This technique uses the R Squared value to check for the best model. Considering the level of complexity involved in creating such models it will not be an easy or a fun task to perform this method without using a statistical software program.