The lecture notes cover Fundamentals of Regression, Regression Calculus, Estimation and Basic Inference in Finite Samples, and Estimation and Basic Inference in Large Samples. They are preliminary and may contain errors. (PDF)
MIT OpenCourseWare makes the materials used in the teaching of almost all of MIT's subjects available on the Web, free of charge. With more than 2,200 courses available, OCW is delivering on the promise of open sharing of knowledge.