  In this review, we summarize our present knowledge of the behaviour of the
mass-radius relationship from solar-type stars down to terrestrial planets,
across the regime of substellar objects, brown dwarfs and giant planets.
Particular attention is paid to the identification of the main physical
properties or mechanisms responsible for this behaviour. Indeed, understanding
the mechanical structure of an object provides valuable information about its
internal structure, composition and heat content as well as its formation
history. Although the general description of these properties is reasonably
well mastered, disagreement between theory and observation in certain cases
points to some missing physics in our present modelling of at least some of
these objects. The mass-radius relationship in the overlaping domain between
giant planets and low-mass brown dwarfs is shown to represent a powerful
diagnostic to distinguish between these two different populations and shows
once again that the present IAU distinction between these two populations at a
given mass has no valid foundation.
