Simple linear regression- I already made the video 4 times, and I don't want to make it again. :) The part about the density ellipse being .95, I mis-spoke. It does not mean that 95% of scores are in the ellipse. It just means that it's showing how close or tight the data points are to the regression line. The flatter the ellipse, the better fit the regression line is for the data points. That's all.
