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