As of Version 7.0, RegressionCommon` functionality is built into the Wolfram Language. »
Regression Common Functions Package
This package serves as an auxiliary package for the Linear Regression and Nonlinear Regression Packages. Regression Common Functions Package contains functions and options shared by the Linear and Nonlinear Regression Packages as well as symbols representing report values for the Regress and NonlinearRegress functions.
This package is not meant to be loaded individually. Most users do not need to be aware of it, but if you are writing your own packages using functions from the Linear Regression Package or Nonlinear Regression Package, it is wise to check whether symbols you need are introduced via these packages. The definitions for such symbols are given in the documentation for regression packages.