Re:Guide to Linear Regression (2015)
by stdbrouw on Thursday January 21, 2016 @11:37AM
(#10946350)
Yep, there is really no other book like Harrell. There's a 2015 edition with some good improvements too. Definitely not an introduction, though – it assumes you already know how regression works and preferably have already used it quite a bit in practice. For an introduction, I might recommend Downey's Think Stats [1] for a gentle introduction, Kutner's Applied Linear Statistical Models for a more traditional, mathy introduction or Gelman and Hill's Data Analysis Using Regression and Multilevel/Hierarchical [2] for something in-depth but still very approachable.
[1] http://greenteapress.com/thinkstats2/
[2] http://www.stat.columbia.edu/~gelman/arm/