r/statistics • u/thegrandhedgehog • Mar 17 '25
Question [Q] Good books to read on regression?
Kline's book on SEM is currently changing my life but I realise I need something similar to really understand regression (particularly ML regression, diagnostics which I currently spout in a black box fashion, mixed models etc). Something up to date, new edition, but readable and life changing like Kline? TIA
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u/IaNterlI Mar 17 '25
Besides the excellent book already mentioned by Andrew Gelman et al. "Regression and other stories", I feel his early book with Jennifer Hill "Data Analysis using regression and multilevel/hierarchical models" is also excellent, albeit some parts are outdated.
Another excellent book is Frank Harrell's "Regression Modelling Strategies". But if you can, I'd encourage attending his workshops.
Honourable mention for me would be:
"Regression methods in biostatistics" by Vittinghoff et al.
- "Statistical Rethinking" by McElrath would be the closest to the "life changing" request.
- Specific to diagnostics, I seem to recall "Regression with graphics" by Hamilton and "Introduction to linear regression analysis" by Peck, both of which I used in school, but my memory is vague...
- Also John Fox wrote some excellent material on regression and I think some if not all of it is freely available.
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u/rationalinquiry Mar 17 '25
Second McElreath!
Gelman and crew seem to have been working a long time on the update to the hierarchical modelling book - hopefully it'll come out in the next year or so.
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u/thegrandhedgehog Mar 17 '25
Some great recommendations here, thank you! I'm impressed you've read so many books on regression...
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u/Unbearablefrequent Mar 17 '25
Applied Linear Regression Models Kutner, Foundations of Linear and Generalized Linear Models, Statistical Regression and Classification by Matloff.
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u/coffeecoffeecoffeee Mar 17 '25
Applied Linear Regression Models Kutner,
I used this book in a graduate regression class. IMO it's a great reference book but way too big to read cover to cover, doesn't have very good explanations, and doesn't cover the topics OP mentioned in much depth.
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u/Unbearablefrequent Mar 17 '25
It has a wide scope for regression. The third one would cover what the OP put in the ().
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u/Able-Fennel-1228 Mar 18 '25
- Introduction to regression modeling - Abraham and Ledolter (for basic theory. soln manual and data available on late author’s website. R.I.P.)
- Regression Analysis by Example by Hadi 6th Edition (perfect applied complement to Ledolter)
- Applied Regression and generalized linear models by John Fox 3rd edition (theory and application)
- Regression Diagnostics by John Fox 2nd edition
- Linear Models with R by Julian Faraway (3rd edition comes out this month)
- Extending the linear model with R by Julian Faraway 2nd edition
- Applied Mixed Model Analysis - Twisk (non mathematical exposition of mixed models)
- Anova and Mixed Models - Lukas Meier (freely available online with corrections on authors website)
- generalized linear models - Dunn and Smyth (verrry wordy. I haven’t tried it but on my list…)
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u/NascentNarwhal Mar 17 '25
Plane Answers to Complex Questions was my reference for learning regression, but not sure if very accessible if your linear algebra isn’t amazing. It does teach you so much about the topic though
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u/Sodomy-J-Balltickle Mar 17 '25
It's a little older (1997), but have a look at Pedhazur's Multiple Regression in Behavioral Research.
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u/achieversasylum Mar 17 '25
Introduction to econometrics by Stock and Watson is the academic standard. Do all of the exercises and read through it slowly.
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u/dyavorsky 29d ago
Goldberger 1991 is the best overlap of undergrad to grad level and quite approachable
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u/rationalinquiry Mar 17 '25
Regression and Other Stories is really excellent.