This version of the website is September 2022.
• This book is a first course in linear regression. It includes several chapters on univariate statistical inference before turning to regression.
• The book includes many exercises and how to implement common first complications such as robust standard errors, testing multiple hypotheses and panel data analysis in in Stata, R, Gretl and Eviews.
• It can also be used as a stand-alone text or as an adjunct to more advanced econometrics courses or economics field courses with an empirical component.
• The book is intended to be at a lower level than the texts by Wooldridge and by Stock and Watson, though it does include some more advanced material in chapters 12 and 17 and in the appendices.
I have made chapters 1-4 available free, as it may take time for students to receive a copy of the book.

For programs (in Stata, R and Gretl) used in the book click here
For datasets used in the main text of the book click here
For dataset sources

CHAPTER OUTLINE

PART I:  Analysis of a Single Series
Ch.1    Analysis of Economics Data
Ch.2    Univariate Data Summary
Ch.3    The Sample Mean
Ch.4    Statistical Inference for the Mean

PART II:  Analysis of Two Series
Ch.5    Bivariate Data Summary
Ch.6    The Least Squares Estimator
Ch.7    Statistical Inference for Bivariate Regression
Ch.8    Case Studies for Bivariate Regression
Ch.9    Models with Natural Logarithms

PART III: Analysis of Several Series
Ch.10    Data Summary for Multiple Regression
Ch.11    Statistical Inference for Multiple Regression
Ch.12    Further Topics in Multiple Regression
Ch.13    Case Studies for Multiple Regression
Ch.14    Regression with  Indicator Variables
Ch.15    Regression with transformed Variables

PART IV: Further Topics
Ch.16    Checking the Model and Data
Ch.17    Panel Data, Time Series Data, Causation

APPENDICES
Appx A.    Using Statistical Packages
Appx B.    Some Essentials of Probability Theory
Appx C.    Properties of OLS and IV Estimators
Appx D.    Solutions to Selected Exercises
Appx E.    Tables for Key Distributions

A. Colin Cameron / University of California - Davis / cameron.econ.ucdavis.edu