Linear regression is a common Statistical Data Analysis technique. It is used to determine the extent to which there is a linear relationship between a dependent variable and one or more independent variables. There are two types of linear regression, simple linear regression and multiple linear regression.
In simple linear regression a single independent variable is used to predict the value of a dependent variable. In multiple linear regression two or more independent variables are used to predict the value of a dependent variable. The difference between the two is the number of independent variables. In both cases there is only a single dependent variable.
The dependent variable must be measured on a continuous measurement scale (e.g. 0-100 test score) and the independent variable(s) can be measured on either a categorical (e.g. male versus female) or continuous measurement scale. There are several other assumptions that the data must satisfy in order to qualify for linear regression.
Simple linear regression is similar to correlation in that the purpose is to measure to what extent there is a linear relationship between two variables. The major difference between the two is that correlation makes no distinction between independent and dependent variables while linear regression does. In particular, the purpose of linear regression is to predict the value of the dependent variable based upon the values of one or more independent variables.