use http://www.philender.com/courses/data/gpa, clear
sw regress gpa greq grev mat ar, pe(.5)
begin with empty model
p = 0.0003 < 0.5000 adding ar
p = 0.0120 < 0.5000 adding grev
p = 0.0756 < 0.5000 adding mat
p = 0.0385 < 0.5000 adding greq
Source | SS df MS Number of obs = 30
---------+------------------------------ F( 4, 25) = 11.13
Model | 6.68313355 4 1.67078339 Prob > F = 0.0000
Residual | 3.7515331 25 .150061324 R-squared = 0.6405
---------+------------------------------ Adj R-squared = 0.5829
Total | 10.4346666 29 .359816091 Root MSE = .38738
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gpa | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
ar | .1442335 .1130013 1.276 0.214 -.0884969 .376964
grev | .0015236 .0010502 1.451 0.159 -.0006392 .0036865
mat | .0208961 .0095488 2.188 0.038 .0012299 .0405623
greq | .0039983 .0018307 2.184 0.039 .000228 .0077686
_cons | -1.738107 .9507399 -1.828 0.079 -3.696192 .2199789
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sw regress gpa greq grev mat ar, pe(.05)
begin with empty model
p = 0.0003 < 0.0500 adding ar
p = 0.0120 < 0.0500 adding grev
Source | SS df MS Number of obs = 30
---------+------------------------------ F( 2, 27) = 14.36
Model | 5.3789825 2 2.68949125 Prob > F = 0.0001
Residual | 5.05568415 27 .187247561 R-squared = 0.5155
---------+------------------------------ Adj R-squared = 0.4796
Total | 10.4346666 29 .359816091 Root MSE = .43272
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gpa | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
ar | .329625 .104835 3.144 0.004 .1145215 .5447286
grev | .0028514 .0010586 2.694 0.012 .0006794 .0050234
_cons | .497178 .5765156 0.862 0.396 -.6857342 1.68009
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