Backward selection; consider engine displacement and gear ratio together
. stepwise, pr(.2): regress mpg weight weight2 (displ gear) turn headroom foreign price
Backward selection; force weight to be included in model
. stepwise, pr(.2) lockterm1: regress mpg weight weight2 displ gear turn headroom foreign price
Backward selection; force weight and weight2 to be included in model
. stepwise, pr(.2) lockterm1: regress mpg (weight weight2) displ gear turn headroom foreign price