Nolan and Ojeda-Revah in [16] proposed a regression model with heavy-tailed stable errors. In this paper, we extend this method for multivariate heavy-tailed errors. Furthermore, A likelihood ratio test (LRT) for testing signi, cant of regression coe, cients is proposed. Also, con, dence intervals based on , sher in-formation for [16] method, called NOR, and LRT are computed and compared with well-known methods. In the end, we provide some guidance for various error distri-butions in heavy-tailed cases.