The lecture has three major goals: First, it repeats materials on multiple linear regression analysis as provided in introductory lectures of sociological BA study paths. Secondly, it starts from that knowledge to introduce advanced topics such as non-parametric regression analysis, multiple regression in matrix terms, regression diagnostic, non-linear relationships, and regression analysis for hierarchical data structures. Finally it provides an introducion to the statistical software Stata, which is used to apply practical examples of the techniques discussed in the lecture.