Links

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Jan de Leeuw's picture describing the relations among the ß weights, Y, Y', and R².

http://www.stat.ucla.edu/textbook/singles/single_structured/multreg/bpict.html

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A simple intro to regression basics.  Nice layout.  Some sample questions and answers.

http://www.cne.gmu.edu/modules/dau/stat/regression/linregsn/linregsn_frm.html

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A least squares bibliography (how cool! The fewest squares around!).

http://mijuno.larc.nasa.gov/dfc/biblio/lsB.html

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Interactions in regression. Moving 3D representations of interactions. Animated graphics. Nice.

http://seamonkey.ed.asu.edu/~alex/multimedia/regression.html

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SAS Institute

http://www.sas.com

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Datasets:

http://psych.colorado.edu/~mcclella/statistics.html

http://www.jeremymiles.co.uk/regressionbook/data/index.html

http://www.ruf.rice.edu/~lane/rvls.html

http://www.amstat.org/ (use keyword ‘datasets’ for search; there are many datasets available)

http://core.ecu.edu/psyc/wuenschk/data.htm