Because linear regression models have the framework \[
data = model + \text{random error},
\] we fit linear regression models by finding values for \(\widehat{\beta}_0\) and \(\widehat{\beta}_1\) that minimized this error: \[
\min_{\widehat{\beta}_0, \widehat{\beta}_1}{SSE} =
\min_{\widehat{\beta}_0, \widehat{\beta}_1}{\sum_{i=1}^{n}e_i^2} =
\min_{\widehat{\beta}_0, \widehat{\beta}_1}{\sum_{i=1}^{n}(y_i - \widehat{\beta}_0 - \widehat{\beta}_1x_i)^2}
\] The resulting sum of squares decomposition informed how we assessed model fit and conducted inference!