
"Data Analysis Using Regression and Multilevel/Hierarchical Models is a comprehensive manual for the applied researcher who wants to perform data analysis using linear and nonlinear regression and multilevel models. The book introduces a wide variety of models, whilst at the same time instructing the reader in how to fit these models using available software packages. The book illustrates the concepts by working through scores of real data examples that have arisen from the authors' own applied research, with programming codes provided for each one. Topics covered include causal inference, including regression, poststratification, matching, regression discontinuity, and instrumental variables, as well as multilevel logistic regression and missing-data imputation. Practical tips regarding building, fitting, and understanding are provided throughout."--Publisher description.
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.
One thing I'll do once in a while is visit a university bookstore to get a sense of what's being used in classrooms. I ended up with a lot of my law textbooks like that. In law, I've really loved:
- Canadian Administrative Law (Guy Régimbald): https://store.lexisnexis.ca/en/categories/shop-by-jurisdicti...
- Tort Law (Horsey & Rackley): https://www.amazon.ca/Tort-Law-Kirsty-Horsey-dp-019886776X/d...
- Handbook of Canadian Higher Education Law (Shanahan, Nilso & Broshko): https://www.amazon.ca/Handbook-Canadian-Higher-Education-Law...
I've been on a maths, stats and ML/AI binge in the last year, and so far my top picks are:
- Calculus (Stewart): https://www.amazon.ca/Calculus-James-Stewart/dp/1337624187/
- Linear Algebra Done Right (Sheldon Axler): https://www.amazon.ca/Linear-Algebra-Right-Undergraduate-Mat...
- An Illustrative Guide to Multivariable and Vector Calculus (Miklavcic): https://www.amazon.ca/gp/product/3030334589/
- Probability: A Graduate Course (Allan Gut): https://www.amazon.ca/gp/product/1461447070/
- Statistical Rethinking (McElreath): https://www.amazon.ca/gp/product/036713991X/
- An Introduction to Statistical Learning (James, Witten, Hastie & Tibshirani): https://www.amazon.ca/Introduction-Statistical-Learning-Appl...
- Regression and Other Stories (Gelman, Hill & Vehtari): https://www.amazon.ca/gp/product/1107676517/
- Data Analysis Using Regression and Multilevel/Hierarchical Models (Gelman & Hill): https://www.amazon.ca/gp/product/052168689X/
- Statistical and Data Analysis for Financial Engineering (Ruppert & Matteson): https://www.amazon.ca/gp/product/1493926136/
- Reinforcement Learning (Sutton & Barto): https://www.amazon.ca/Reinforcement-Learning-Introduction-Ri...
- Deep Learning (Godfellow, Bengio & Courville): https://www.amazon.ca/Deep-Learning-Ian-Goodfellow/dp/026203...
- Networks (Mark Newman): https://www.amazon.ca/Networks-Mark-Newman/dp/0198805098/
I have a ton of textbooks in my wishlist that seem noteworthy and interesting, but that I haven't gotten the chance to read yet: no promises, but you might find something in there https://www.amazon.ca/hz/wishlist/ls/1FWW046Q3RWWM
My area of expertise is biochemistry, life science, immunology, cell bio... So if anyone wants good recommendations in these topics I have plenty! :)
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.
If you want something less technical then read Gelman and Hill 'Data Analysis Using Regression and Multilevel/Hierarchical Models', which is also great. More for scientists than statisticians, I'd say.
Ultimately I agree with the underlying idea, but I think to be helpful you have to present case studies of reproducing research but with metric optimization swapped out for a holistic variety of metrics plus qualitative checking.
I recommend the books Bayesian Data Analysis by Gelman et al and Data Analysis Using Regression and Multilevel/Hierarchical Models by Gelman and Hill if you want to read good accounts of doing this in practice with real data sets.
There’s definitely room for a book like this that focuses on more domain specific models in NLP, computer vision and deep neural networks.
[0] http://www.stat.columbia.edu/~gelman/arm/ [1] https://www.amazon.com/Book-Why-Science-Cause-Effect/dp/0465...