
Another good book at a more advanced level is this one: "Regression and Other Stories" by Andrew Gelman and Jennifer Hill <http://www.stat.columbia.edu/~gelman/arm/>.
Another good book at an even more advanced level is this one: "Data Analysis Using Regression and Multilevel/Hierarchical Models" by Andrew Gelman and Jennifer Hill <http://www.stat.columbia.edu/~gelman/arm/>.
These books are all very polished productions. What make makes them special is that they emphasis teaching the statistical way of thinking.
This probably won't be the case for a question as basic as, "what is regression?" But for any intermediate to advanced interview question involving regression, I would expect companies to jealously guard it.
If you're earnestly interested in building and testing your knowledge, I would recommend you read The Elements of Statistical Learning and Data Analysis Using Regression and Multilevel/Hierarchical Models. Also a good upper undergrad textbook in probability, like A First Course in Probability.
Perhaps?: "Data Analysis Using Regression and Multilevel/Hierarchical Models" by Andrew Gelman & Jennifer Hill