Some friends and I (statistics grad students) would like to work through a good regression book. We're looking for
- single and multiple linear regression
- logistic regression
- model selection
- diagnostics
- splines
- penalized methods
- classifiers, trees
Can anyone recommend a book (or books) that cover these topics?
Best Answer
I believe Graham Cookson's answer to a similar question would be of assistance. Basically, he recommends Gelman and Hill's Data Analysis Using Regression and Multilevel/Hierarchical Models. According to Mr. Cookson, the book "covers basic regression, multilevel regression, and Bayesian methods in a clear and intuitive way" and "would be good for any scientist with a basic background in statistics".