Statistical Inference in SLR

Carry out and interpret inference for simple-regression coefficients. Calculate standard errors, t statistics, confidence intervals and ANOVA F comparisons, and reason about sampling distributions, predictor spread and coefficient covariance. Prerequisites: OLS, sums of squares and basic hypothesis testing. Applied and analytical questions stress matching assumptions, test direction, practical importance and responsible reporting. Prediction intervals are reserved for the next questionset.

Further reading: Normal regression inference.