Yes, though I didn't create it, and don't recall where/how I found it (might have been from this post):
def linreg(X, Y):
if len(X) != len(Y): raise ValueError, 'unequal length'
N = len(X)
Sx = Sy = Sxx = Syy = Sxy = 0.0
for x, y in map(None, X, Y):
Sx = Sx + x
Sy = Sy + y
Sxx = Sxx + x*x
Syy = Syy + y*y
Sxy = Sxy + x*y
det = Sxx * N - Sx * Sx
a, b = (Sxy * N - Sy * Sx)/det, (Sxx * Sy - Sx * Sxy)/det
meanerror = residual = float(0.0)
for x, y in map(None, X, Y):
meanerror = meanerror + (y - Sy/N)**2
residual = residual + (y - a * x - b)**2
RR = 1 - residual/meanerror
ss = residual / (N-2)
Var_a, Var_b = ss * N / det, ss * Sxx / det
return a, b, RR