Question

What's the difference between ANOVA and multiple regression?

Answer 1

ANOVA is specific to comparing means of different groups. Multiple Regression is a linearization of a particular data set.

Explanation:

For example, an ANOVA could be used to determine whether the difference between different sets of linear regressions were statistically different or not.

A multiple regression looks for correlation within a set of data. ANOVA looks for differences between sets of data.