Everything Is a Linear Model

Re:Everything Is a Linear Model by levocardia on Sunday February 18, 2024 @10:44PM (#39426062)

Or, for a more approachable treatment, Semiparametric Regression with R by Harezlak, Ruppert, and Wand. A middle ground between Wood's book (which is comprehensive but can dip into math that's way over my head at times) and H/R/W is Semiparametric Regression by Ruppert, Wand, and Carroll.

I have also heard great things about Frank Harrell's Regression Modeling Strategies which uses a slightly different approach (still spline-based though), but I haven't read it. His other writing is fantastic though.

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Re:Everything Is a Linear Model by disgruntledphd2 on Monday February 19, 2024 @06:26AM (#39428599)

> Frank Harrell's Regression Modeling Strategies which uses a slightly different approach (still spline-based though), but I haven't read it.

Very very good indeed, with the exception that he basically ignores compute time and efficiency. I learned a bunch, but applying his approach to the kinds of datasets I deal with (much larger and with pretty strict compute budgets) was very difficult.

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