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Searching in google for "sage least squares" gives three examples as the three top hits. Here is another example: http://sage.cs.drake.edu/home/pub/52/
You can also use scipy to do it: http://docs.scipy.org/doc/scipy/reference/tutorial/optimize.html#least-square-fitting-leastsq
or numpy: http://docs.scipy.org/doc/numpy/reference/generated/numpy.linalg.lstsq.html#numpy.linalg.lstsq
