Regression and Other Stories

By Andrew Gelman, Jennifer Hill, Aki Vehtari

Subjects: Linear models, Multivariate analysis, Mathematics, Estimation theory, Probabilities, Analysis of variance, Bayesian inference, Regression analysis, Mathematical statistics, Linear algebra

Description: Most textbooks on regression focus on theory and the simplest of examples. Real statistical problems, however, are complex and subtle. This is not a book about the theory of regression. It is about using regression to solve real problems of comparison, estimation, prediction, and causal inference. Unlike other books, it focuses on practical issues such as sample size and missing data and a wide range of goals and techniques. It jumps right in to methods and computer code you can use immediately. Real examples, real stories from the authors' experience demonstrate what regression can do and its limitations, with practical advice for understanding assumptions and implementing methods for experiments and observational studies. They make a smooth transition to logistic regression and GLM. The emphasis is on computation in R and Stan rather than derivations, with code available online. Graphics and presentation aid understanding of the models and model fitting.