The paper mainly expounds the principles， differences and selection principles of ordinary least squares and weighted least squares in univariate linear regression， and introduces the application in four aspects， including heteroscedasticity test， optimal weight function selection， regression equation test and comparison of fitting quality. The application and existing problems of the weighted least squares method at home and abroad is analyzed. Suggestions on how to promote the application research of regression technology in analytical chemistry to provide reference and inspiration for researchers are put forward.