As of Version 7.0, HistogramScale has been superseded by an optional argument hspec for the built-in Mathematica function Histogram.
The built-in function Fit finds a least-squares fit to a list of data as a linear combination of the specified basis functions. The functions Regress and DesignedRegress ...
As of Version 8, HotellingTSquareDistribution is part of the built-in Mathematica kernel.
The built-in function FindFit allows you to perform nonlinear least squares fitting. The function NonlinearRegress gives a number of regression diagnostics and allows you to ...
BestFit
(Obsolete Regression Common Package Symbol) As of Version 7.0, BestFit has become a property of LinearModelFit and NonlinearModelFit.
Ellipsoid
(Obsolete Regression Common Package Symbol) As of Version 7.0, Ellipsoid has been moved to the Multivariate Statistics package.
As of Version 7.0, RegressionReport has been superseded by properties of LinearModelFit and NonlinearModelFit.
As of Version 7.0, RegressionReportValues has been superseded by LinearModelFit[...]["Properties"] and NonlinearModelFit[...]["Properties"].
As of Version 7.0, SequentialSumOfSquares has become a property of LinearModelFit.
Weights
(Obsolete Regression Common Package Symbol) As of Version 7.0, Weights is part of the built-in Mathematica kernel.