How do we estimate a regression?

Stata: regress y x (screenshot with notes)

What are these numbers?

Help for New Students

Understanding Regression Models
Controlling For
Shift the Curves
Conditional Expectation
Correlation and Causation

A Typical Regression Display
The Regression Command
Coefficient Estimates
Standard Errors
t Ratios
Prob Values
R-Squared
F Test
SSR

Develop Your Intuition

Picking the Right Model