I'm trying to make a linear regression with one independent variable and one or 
more dependent variables.

That does not seem to work. Is that a limitation of regression function?

regr.fit(x_train[:, 0], x_train[:, 1])

  File "/usr/local/lib/python2.7/dist-packages/sklearn/linear_model/base.py", 
line 355, in fit
    X, y, self.fit_intercept, self.normalize, self.copy_X)
  File "/usr/local/lib/python2.7/dist-packages/sklearn/linear_model/base.py", 
line 104, in center_data
    X_std = np.ones(X.shape[1])
IndexError: tuple index out of range
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