Mathematica's symbolic architecture makes possible a uniquely convenient approach to working with statistical models. Starting from arbitrary data, Mathematica generates symbolic representations of fitted models, from which a full spectrum of results and diagnostics can immediately be extracted, visualized, or used in other computations.
LinearModelFit — construct a linear regression model from data
NonlinearModelFit — construct a nonlinear regression model
GeneralizedLinearModelFit — generalized linear models, with general link functions
FittedModel — symbolic representation of a model
Normal — extract an expression for the best fit from a symbolic model
DesignMatrix — construct a design matrix from data