Results

R

Call:
lm(formula = mpg ~ turn + trunk, data = my_data)

Residuals:
   Min     1Q Median     3Q    Max 
-8.475 -1.850  0.014  1.746 16.558 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   55.820      4.354   12.82  < 2e-16 ***
turn          -0.761      0.131   -5.82  1.5e-07 ***
trunk         -0.316      0.134   -2.35    0.021 *  
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 3.93 on 71 degrees of freedom
Multiple R-squared:  0.552,	Adjusted R-squared:  0.54 
F-statistic: 43.8 on 2 and 71 DF,  p-value: 4.13e-13

Call:
lm(formula = mpg ~ turn + trunk, data = my_data)

Residuals:
   Min     1Q Median     3Q    Max 
-8.475 -1.850  0.014  1.746 16.558 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   55.820      4.866   11.47  < 2e-16 ***
turn          -0.761      0.145   -5.26  1.5e-06 ***
trunk         -0.316      0.123   -2.57    0.012 *  
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 3.93 on 71 degrees of freedom
Multiple R-squared:  0.552,	Adjusted R-squared:  0.54 
F-statistic: 71.7 on 2 and 71 DF,  p-value: <2e-16

----------- Reproduce the Stata default (robust Std. Error) -----------

t test of coefficients:

            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   55.820      4.866   11.47  < 2e-16 ***
turn          -0.761      0.145   -5.26  1.5e-06 ***
trunk         -0.316      0.123   -2.57    0.012 *  
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1