/* Multivariate Regressions Exercises */
* Use the auto data
clear
sysuse auto
/* (1) Regress mpg on:
price, repair record, weight, displacement, and foreign origin.
- Which of these has a significant effect on mpg?
- Rerun the model with only the statistically significant predictors.
How much does adjusted R2 change between the two models? How
much do the coefficients of the remaining variables change?
How much does the residual change? How much does the constant
change?
*/