A good data set to explore linear regression is analyzing the relationship between the number of spaces a property is from GO and the cost of that property (on a classic Monopoly board). This is actually a TI-Nspire activity which can be found on their

College Trend Project - Compare exponential and linear regression lines based on college tuition trends. Includes a self-check stations activity! All editable.

Generalized Linear Models (GLMs) extend the ordinary Linear Regression and allow the response variable y to have an error distribution other than the normal