Textbook Recommendation: "Regression Modeling Strategies" by Frank Harrell
A classic reference for regression analysis in applied statistics
For experienced statisticians who need a reliable and authoritative book about regression analysis, I suggest the book “Regression Modeling Strategies: With Applications to Linear Models, Logistic and Ordinal Regression, and Survival Analysis”. Its author is Frank Harrell, a Professor of Biostatistics at Vanderbilt University. He runs a website called Statistical Thinking, and he presents this book as a course that is free and available online.
The exposition is clear and logical, and there are many R scripts that illustrate major topics throughout the book. Beyond covering the basic concepts of regression modelling1, this textbook dives deeply into many nuances, such as
an entire chapter about missing data
the problems with stepwise selection
how to deal with overly influential observations for various types of regression models
This book is intended for graduate students at the Master’s or Ph.D level. If you have never taken a course on regression analysis, I encourage you to start by learning linear regression via Sanford Weisberg’s “Applied Linear Regression”.
Springer is the publisher of this book. If you have credentialed access to Springer through an academic institution, you can download it freely and legally.
I am Canadian, so I spell “modelling” with two l’s. Frank Harrell is American, so he spells “modeling” with one l.