Covariance and correlation with the Cauchy-Schwarz bound; least squares derived from the normal equations; the variance decomposition and R-squared; the LINE conditions and the Gauss-Markov theorem; inference for the slope and the difference between confidence and prediction intervals; multiple regression in matrix form with the hat matrix as an orthogonal projection; multicollinearity and variance inflation; model selection and the nested F-test; and why a coefficient is not a causal effect.0/14 mastered