A User’s Guide to Statistical Inference and Regression

Conditional expectation function and best linear predictor

This is a textbook manuscript developed out of lecture notes for Government 2002: Quantitative Social Science Methods II at Harvard University. The goal of this text is to provide a rigorous yet accessible introduction to the foundational topics in statistical inference with a special application to linear regression, a workhorse tool in the social sciences. The material is intended for first-year PhD students in political science, but it may be of interest more broadly.