As a part of statistical modeling, regression analysis is the process and technique of understanding the relationship between dependent and independent variables. It is used in forecasting and prediction. The models used to understand and build relationships, using the linear predictor function, is known as linear models. The different models that come under this vast field are hierarchical linear model, general linear model, generalized linear model, etc. This book presents the complex subject of regression analysis and linear models, in the most comprehensible and easy to understand language. Such selected concepts that redefine the subject have been presented herein. Those with an interest in the field of regression analysis and linear models would find this textbook helpful.