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 ...
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.
As of Version 7.0, EigenstructureTable has become a property of LinearModelFit.
As of Version 7.0, RegressionReport has been superseded by properties of LinearModelFit and NonlinearModelFit.
As of Version 7.0, RegressionReportValues has been superseded by LinearModelFit[...]["Properties"] and NonlinearModelFit[...]["Properties"].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.