Efficient way of doing linear regression

I don’t think I have seen people asking for linreg for more than a year now, but I have a very different impression: when someone asks about linreg or linear regression in general, generally they are just directed to the appropriate package, eg:

There are now excellent packages for various implementations of linear regression and more general models. They should be the first choice, there is little need to implement OLS in Julia for most users now.

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