Graphical interactive model selection is provided. A dataset includes observation vectors defined for each value of a plurality of values of a group variable. A nonlinear model is trained with each plurality of observation vectors to describe the response variable based on the explanatory variable for each value of the plurality of values of the group variable. Nonlinear model results are presented within a first sub-window of a first window. An indicator of a request to perform parameter analysis of the nonlinear model results is received. A linear model is trained. Trained linear model results from the trained linear model are presented within a second sub-window of the first window for each parameter variable of the nonlinear model. Predicted response variable values are presented as a function of the explanatory variable and the factor variable value using the trained nonlinear model within a third sub-window of the first window.