I'm having a tough time to understand concepts of Regression Analysis and Multivariate Analysis. I'm following the books of Johnston and Anderson, but some video lectures would help me learn it faster. Could anyone suggest me some videos of the same? Thanks.
One major advantage to Coursera is that you can ask any specific questions about topics not covered in the videos (like Box-Cox or other transformations) in the forums. There will be TAs or other participants who will be able to help you.
Where are your problems? I have heard praise for the machine learning course on coursera, which is free: https://class.coursera.org/ml-003/lecture Otherwise, I would recommend a book from Andy Field (learning statistics using...) which does a good job of teaching basics.
I agree that the mentioned Coursera courses are worth checking add. In addtion, for regression I'll recommend week 3 of this course: http://online.stanford.edu/course/statistical-learning-winter-2014 (taught by the ultimate masters of the field :) ). In week 10 you'll find some nice multivariate techniques, although the presentation is far from exhaustive.
http://www.statisticshell.com/ This is andy field's website. Particularly good video lectures for when you want a lecture from a different perspective that will keep you entertained. You might find them a bit slow/lacking in detail in some areas depending on your level. Not sure transformation is covered.
Multiple regression is here: http://www.statisticshell.com/html/woodofsuicides.html and some other multivariate methods (e.g. Manova and SEM) can be found here: http://www.statisticshell.com/html/malbowges.html