This paper describes the development of curriculum materials for teaching the Sum of Squared Errors (SSE) to one class of 25 eighth graders in Hawaii. Microcomputers were used in class. Prior to explicit introduction of the SSE students were given repeated contact with a data base of various statistics collected from members of their class. Then a computer program was introduced which randomly selected values using the data base; students tried different guessing strategies. Worksheets were used in connection with this and other content; they are included in the paper. Interactive game-like situations were also used. The bridge to standard deviation was then described. Misconceptions that students may bring to the discussion of probability are described, with ways the developed materials sought to clarify the concepts. Finally, the application of SSE to linear regression is discussed. (MNS)