University students often learn statistics in large classes, and in such learning environments, students face an exceptionally high risk of failure. One reason for this is students' frequent statistics anxiety. This study shows how students can be supported using e-learning exercises with automated knowledge of correct response feedback, supplementing a face-to-face lecture. To this end, we surveyed 67 undergraduate social science students at a German university and observed their weekly e-learning exercises. We aggregated students' exercise behavior throughout the semester to explain their exam performance. To control for participation bias, we included essential predictors of educational success, such as prior achievement, motivation, personality traits, time preferences, and goals. We applied a double selection procedure based on the machine learning method Elastic Net to include an optimal but sparse set of control variables. The e-learning exercises indirectly promoted the self-regulated learning techniques of retrieval practice and spacing and provided corrective feedback. Working on the e-learning exercises increased students' performance on the final exam, even after controlling for the rich set of control variables. Two-thirds of students used our designed e-learning exercises; however, only a fraction of students spaced out the exercises, although students who completed the exercises during the semester and were not cramming at the end benefited additionally. Finally, we discuss how the results of our study inform the literature on retrieval practice, spacing, feedback, and e-learning in higher education.