roadruner's Home Project - Gretl
gretl is a free econometrics package. It comprises a shared library, a command-line client and a gui client that uses GTK. gretl offers several least-squares based estimators. Besides reading data files in its own format it also reads RATS 4 databases. It has a built-in spreadsheet for editing data, and uses gnuplot for graphing. It can output regression results in LaTeX format.