use http://www.philender.com/courses/data/gpa, clear sw regress gpa greq grev mat ar, pr(.1) 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 ------------------------------------------------------------------------------ gpa | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---------+-------------------------------------------------------------------- greq | .0059763 .001591 3.756 0.001 .0027118 .0092408 mat | .0308074 .0083646 3.683 0.001 .0136446 .0479702 _cons | -2.129377 .9270377 -2.297 0.030 -4.031501 -.2272527