How to do a stepwise multivariate regression analysis with random variables

Hey folks!

I would like to run a stepwise multivariate regression analysis with random variables using:

rng(10, 'twister')

I tried to to create 100 normally distributed random variables with 100 observations per variable.

Runned it like this format but couldn't do it: y = a + b1 * x1 + b2 * x2 + ... + b100 * x100 + u

There 5 best explanatory variables should be kind of picked and used to run another regression:

y = a + b1 * z1 + b2 * z2 + ... + b5 * z5 + v

I would very much appreciate any input and help! Thanks!