Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the piecewise regression analysis (PRA) is a method or analytical strategy in regression analysis. It is based on finding one or more random thresholds to segment a continuous random linear sample space into two or more sub-spaces in order to describe randomly variable regression relationships in the whole space. With the PRA, we may have an approach to follow or change the relationships in order to realize a particular purpose. The regression models fitted in the piecewise regression analysis are sometimes called piecewise models or threshold models or segmented models.