Many phenomena are naturally characterized by measuring continuous transformations such as shape changes in medicine or articulated systems in robotics. Modeling the variability in such datasets requires performing statistics on Lie groups, that is, manifolds carrying an additional group structure. As the Lie group captures the symmetries in the data, it is essential from a theoretical and practical perspective to ask for statistical methods that respect these symmetries; this way they are insensitive to confounding effects, e.g., due to the choice of reference coordinate systems. In this work, we investigate geodesic regression -- a generalization of linear regression originally derived for Riemannian manifolds. While Lie groups can be endowed with Riemannian metrics, these are generally incompatible with the group structure. We develop a non-metric estimator using an affine connection setting. It captures geodesic relationships respecting the symmetries given by left and right translations. For its computation, we propose an efficient fixed point algorithm requiring simple differential expressions that can be calculated through automatic differentiation. We perform experiments on a synthetic example and evaluate our method on an open-access, clinical dataset studying knee joint configurations under the progression of osteoarthritis.