Humberto Barreto

Regression with Microdata

This is an introductory econometrics course that uses Monte Carlo simulation in Excel to teach core regression concepts. I taught a course like this for many years and I used the latest, best version of my course to write a book. I affirm that no AI was used to write any of the text or produce any of the examples. Humberto Barreto May 22, 2026.

To get the eversion of the open-access (free) book, click this link: ggl.lnk/regbook (scroll down for LaTex accessibility option).

To get a paperback (printed) version, go to Amazon: https://www.amazon.com/dp/1956390642. The price is set by Amazon to cover only costs of production. I get no royalty or payment of any kind.

Please email me and tell me where you are teaching if you would like access to the Instructor Resources portion of this website -- it has teaching materials for the course, including videos, handouts, and more:

Click to enter Instructor Resources.

Below are files mentioned and used in the book.

Excel Add-ins

Install add-ins by clicking to download and then using the Add-Ins Manager to install: keyboard shortcut alt, t, i.

First occurrence in book:

Chapter Title Description
1 Optimization

Solver add-in:

Included in Excel

5 Multiple Regression 3D Visualization

MCSim add-in:

MCSim.xla

12 Unemployment and its SE

FRED add-in Legacy version:

FRED.xlam

27 Heteroskedasticity and the Robust SE

OLSReg add-in:

OLSRegression.xla

If MCSim.xla gives you trouble (for example, RefEdit is highlighted in yellow when you try to install it), please try this version, MCSim2.xla.

The latest version of the FRED add-in is available in the Microsoft App Store (from Excel 2019+, Insert --> Get Add-ins). I continue to use the older version that I call Legacy FRED. Although it is no longer supported, it still works with Excel versions from Excel97 and greater. It can be freely downloaded from the link above and installed with Excel's Add-ins Manager.

Additional Files

Chapter 21:

ModuleLMS.bas

Chapter 31:

OrthoReg.xlsm

Matriculation.xlsx

EqualUnequalProb.xlsm

 

Practice Exams

Exam1.pdf

Exam1.xlsx

Exam1Answers.pdf

Exam1Answers.xlsx

Exam2.pdf

Exam2.xlsm

Exam2Answers.pdf

Exam2Answers.xlsm

 

LaTex Files

If you have accessibility isses with the pdf or you want the LaTex files, the link below has a complete set of individual files in a Google drive folder:

Source LaTex files for the book

 

Last Update: 22 May 2026