Corrections made in the sixth printing. Corrections are listed by the name of the pdf and ps files, which is based on the page number(s) affected. pg067 The material immediately following (3.03) has been changed to make it clear that the OLS covariance matrix is conditional on the X matrix. pg354-5 A sign error was corrected just before (10.67), and the lower limit of the summation in (10.70) has been corrected to be 0. pg632 Transpose moved to right place in fourth-last line of middle paragraph (done in third printing) and zero made bold in sixth-last line. pg729 The last two sentences on the page have been changed to correct a minor error ("product" instead of "sum" in the last line) and to make them clearer. pg739-40 Major error corrected. Corrections begin on the bottom of page 739 and continue until past the middle display on page 740. pg756 Typo corrected in last full paragraph. "parameters values" ==> "parameter values"