Stock & Watson, Linear Regression with one regressor is a 51-minute instructional video analyzing the following concepts:
* Explain how regression analysis in econometrics measures the relationship between dependent and independent variables.
* Define and interpret a population regression function, regression coefficients, parameters, slope, intercept, and the error term.
* Define and interpret a sample regression function, regression coefficients, parameters, slope, intercept, and the error term.
* Describe the key properties of a linear regression.
* Define an ordinary least squares (OLS) regression and calculate the intercept and slope of the regression.
* Describe the method and three key assumptions of OLS for estimation of parameters.
* Summarize the benefits of using OLS estimators.
* Describe the properties of OLS estimators and their sampling distributions, and explain the properties of consistent estimators in general.
* Define and interpret the explained sum of squares, the total sum of squares, the residual sum of squares, the standard error of the regression, and the regression R 2.
* Interpret the results of an OLS regression.