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  1. Doing Linear Regression?

    The actual fitting of a least squares linear regression is pretty straightforward, and should be easy to program in the environments you mention. See, for instance: http://serc.carleton.edu/introgeo/teachingwdata/StatRegression.html Regression diagnostics and such, if needed are another...

  2. What kind of computer ?

    Depending on how sticky your employer is about where their data goes, you may be able to maintain at least some of your preferred environment, by bridging at the data or source code level. So, if you can get the data onto your preferred hardware, work on it there and transfer results back...

  3. Regression with multiple dependent variables

    I don't think it was explicitly stated, so I'm assuming that this is in MATLAB? If so, then simply use the backslash operator to find the least squares fit, thus: >> BTrue = [-1 2 3; -2 3 -4]'; X = [ones(100,1) randn(100,2)]; Y = X * BTrue; X \ Y ans = -1.0000 -2.0000 2.0000...
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