Use step wise linear regression to find coefficients and errors

I need to fit these data i=120 times for each W(i,40)and determine the set of constants(120 sets) and the error(in 95% confidence interval) . I want the written code for this as I need to know how the statistical method works step by step. Appreciate any help.

f(X,Y,Z)=W=a0+a1*A+a2*D+a3*F+a4*T
A=double(1*36)
D=double(1*36)
F=double(1*36)
T=double(1*36)
W=double(105*36)