I won't say that it's impossible to do in FileMaker, but it's very possible that not all the tools needed for your regression models exist in FileMaker. You may need to stick with Excel. I can't say that for sure as you don't provide enough info about what you need to do with these regression models for me to have a definite answer.
I can observe that many users use FileMaker and Excel together. And Excel table can serve as an ODBC data source for Filemaker and you can also export data to and from an Excel file and FileMaker.
There's a four part series on forecast models using FileMaker by Skeleton Key that may be of interest to you. Here is the first one:
Thank you both for your advice!
Jade, that link is very usefull for builiding my case in favor of Filemaker.