use http://www.philender.com/courses/data/gpa, clear
sw regress gpa greq grev mat ar, pe(.1) pr(.15) forward
begin with empty model
p = 0.0003 < 0.1000 adding ar
p = 0.0120 < 0.1000 adding grev
p = 0.0756 < 0.1000 adding mat
p = 0.0385 < 0.1000 adding greq
p = 0.2135 >= 0.1500 removing ar
Source | SS df MS Number of obs = 30
---------+------------------------------ F( 3, 26) = 13.96
Model | 6.43865846 3 2.14621949 Prob > F = 0.0000
Residual | 3.99600819 26 .153692623 R-squared = 0.6170
---------+------------------------------ Adj R-squared = 0.5729
Total | 10.4346666 29 .359816091 Root MSE = .39204
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gpa | Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------+--------------------------------------------------------------------
greq | .0049255 .0017006 2.896 0.008 .00143 .0084211
grev | .0016122 .0010605 1.520 0.141 -.0005676 .003792
mat | .0261191 .0087314 2.991 0.006 .0081716 .0440667
_cons | -2.14877 .9054056 -2.373 0.025 -4.009858 -.2876821
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sw regress gpa greq grev mat ar, pe(.05) pr(.1) forward
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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sw regress gpa greq grev mat ar, pe(.05) pr(.1)
/* note: there is no forward option */
begin with full model
p = 0.2135 >= 0.1000 removing ar
p = 0.1405 >= 0.1000 removing grev
Source | SS df MS Number of obs = 30
-------------+------------------------------ F( 2, 27) = 18.87
Model | 6.08344211 2 3.04172105 Prob > F = 0.0000
Residual | 4.35122454 27 .161156464 R-squared = 0.5830
-------------+------------------------------ Adj R-squared = 0.5521
Total | 10.4346666 29 .359816091 Root MSE = .40144
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gpa | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
greq | .0059763 .001591 3.76 0.001 .0027118 .0092408
mat | .0308074 .0083646 3.68 0.001 .0136446 .0479702
_cons | -2.129377 .9270377 -2.30 0.030 -4.031501 -.2272527
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