Can I do regression without dependent variable? I have a dataset of auto thefts that has the date, day, time the thefts occurred on. My independent variables would be day of the week, month, hour of the day, etc.
I want to see if auto thefts is dependent upon day of the week, month, and time of the day. I am not sure if I am framing the question right, but what should be my dependent variable? Can I do regression without a dependent variable?
 A: Your dependent variable is theft. How exactly that gets measured depends on exactly what data you have, but possibly logistic regression or maybe Poisson regression or some other count model.
A: It sounds like you are try to establish if there is (and the frequency of) seasonality in your data. Regression is probably not the right choice for you. Other answers have suggested that your dependent variable is whether or not an auto-theft occurred but I don't think that applies in your case. 100% of your data are auto-thefts which means you would have no negative cases so logistic regression isn't going to help you. What you want to know is if the event of an auto-theft is more likely to reoccur at certain intervals and your data are time-series data so you should use time-series techniques such as auto-correlations and not plain old regression. 
I suggest you read this answer on detecting seasonality.
If you really want to use regression then you could consider something like the time between thefts as a variable to estimate or the frequency of thefts within some resolution (i.e. number of thefts per day) and then maybe you could fit an exponential family GLM.
