Building a regression model with stats packages has become straightforward. However, interpreting the software output and building a good are no simple tasks. Learn the essentials of model-building, goodness-of-fit tools and common pitfalls.
Classical linear regression is inappropriate when the predictors are correlated (multicollinearity). Learn the principe of PCR and PLS regression designed to deal with multicollinearity and when it is relevant to use them.
Linear regression is inappropriate to model binary responses such as pass/fail, alive/dead. Learn the principle of logistic regression, its similarities with linear regression and its specific tools. Good practices for model-building are presented.