The Great Escape: A Classroom Activity for Teaching OLS

This paper describes a kinesthetic learning activity for teaching ordinary least squares in an undergraduate econometrics course. In my experience, students often grasp what to do without really understanding why OLS works the way it does. In this activity, students choose an escape path across a prison courtyard, minimizing the sum of squared distances from "guard towers" in the room. This simple, fun activity gets students involved in a physical scenario with meaningful minimization consequences. I describe the activity design and what instructors need to conduct it, in the hope that others find it useful in their own classrooms.