Regression and Other Stories
Andrew Gelman author Jennifer Hill author Aki Vehtari author
Format:Paperback
Publisher:Cambridge University Press
Published:23rd Jul '20
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A practical approach to using regression and computation to solve real-world problems of estimation, prediction, and causal inference.
Real statistical problems are complex and subtle. This text is about using regression to solve real problems of comparison, estimation, prediction, and causal inference, based on real stories from the authors' experience. It offers practical advice for understanding assumptions and implementing methods through graphics and computing in R and Stan.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.
'Gelman, Hill and Vehtari provide an introductory regression book that hits an amazing trifecta: it motivates regression using real data examples, provides the necessary (but not superfluous) theory, and gives readers tools to implement these methods in their own work. The scope is ambitious - including introductions to causal inference and measurement - and the result is a book that I not only look forward to teaching from, but also keeping around as a reference for my own work.' Elizabeth Tipton, Northwestern University
'Regression and Other Stories is simply the best introduction to applied statistics out there. Filled with compelling real-world examples, intuitive explanations, and practical advice, the authors offer a delightfully modern perspective on the subject. It's an essential resource for students and practitioners across the statistical and social sciences.' Sharad Goel, Department of Management Science and Engineering, Stanford University
'With modern software it is very easy to fit complex regression models, and even easier to get their interpretation completely wrong. This wonderful book, summarising the authors' years of experience, stays away from mathematical proofs, and instead focuses on the insights to be gained by careful plotting and modelling of data. In particular the chapters on causal modelling, and the challenges of working with selected samples, provide some desperately needed lessons.' David Spiegelhalter, University of Cambridge
'Gelman and Hill, have done it again, this time with Aki Vehtari. They have written a textbook that should be on every applied quantitative researcher's bookshelf. Most importantly they explain how to do and interpret regression with real world, complicated examples. Practicing academics in addition to students will benefit from giving this book a close read.' Christopher Winship, Harvard University, Massachusetts
'Comprehensive and charming, this regression manual belongs on every regressor's shelf.' Joshua Angrist, Massachusetts Institute of Technology
ISBN: 9781107676510
Dimensions: 245mm x 189mm x 30mm
Weight: 1060g
548 pages