A computing device selects a piecewise linear regression model for multivariable data. A hyperplane is fit to observation vectors using a linear multivariable regression. A baseline fit quality measure is computed for the fit hyperplane. For each independent variable, the observation vectors are sorted, contiguous segments to evaluate are defined, for each contiguous segment, a segment hyperplane is fit to the sorted observation vectors using a multivariable linear regression, path distances are computed between a first observation of the and a last observation of the sorted observation vectors based on a predefined number of segments, a shortest path associated with a smallest value of the computed path distances is selected, and a fit quality measure is computed for the selected shortest path. A best independent variable is selected from the independent variables based on having an extremum value for the computed fit quality measure.