help stepwise
    pr(#) specifies the significance level for removal from the model; terms
        with p>=pr() are eligible for removal.

    pe(#) specifies the significance level for addition to the model; terms
        with p<pe() are eligible for addition.


看帮助文档是王道啊

stepwise selection里面，一个重要的参数是选取变量的显著水平；For backward-stepwise method, the variable will be dropped if its p-value >= pr() (here it is 0.4); for forward-stepwise method, the variable will be added if its p-value <= pe() (here it is 0.4)

stepwise, pr(.4) lockterm1: regress mpg (weight weight2) displ gear
            turn headroom foreign price

stepwise, pe(.2) lockterm1: regress mpg (weight weight2) displ gear
            turn headroom foreign price



你自己的model里面，如果你选取的pr 或者 pe 值 不是 你的 critical p-value （例如0.05）， 最后留下来/进入模型的变量，有不显著的，就很正常了。

1# youyou4235