A return to a worse earlier state. Also the fitting of a line to scattered points — the same word for going back and for finding a trend.
Latin regressio (a going back), from regredi (to step back): re- (back) + gradi (to step); regression names both a return to a worse earlier state and, in statistics, a line fitted back through scattered points to find their trend.
A return to a worse earlier state, and also the fitting of a line to scattered points. The root's stepping-back covers both: one is a fall, the other is a search for the path already walked.