Check out
https://web.archive.org/web/20150523035452/https://cgwb.nci.nih.gov/cgwbreg.html (javascript regression calculator) - pure JavaScript, not CGI calls to server. The data and processing remains on your computer. Complete R style results and R code to check the work and a visualization of the results.
See the source code for the embedded JavaScript implementations of OLS and statistics associated with the results.
The code is my effort to port the GSL library functions to JavaScript.
The codes is released under GPL because it's basically line for line porting of GPL licensed Gnu Scientific Library (GSL) code.
EDIT: Paul Lutus also provides some GPL code for regression at: http://arachnoid.com/polysolve/index.html
