Regression Modeling Strategies
This book presents information on regressions modeling strategies that address many issues arising when developing multivariable models using (real data) examples. It includes imputation methods for dealing with missing data effectively, methods for dealing with nonlinear relationships and for making the estimation of transformations a formal part of the modeling process, methods for dealing with “too many variables to analyze and not enough observations”, and powerful model validation techniques based on the bootstrap. The text deals with model uncertainty and its effect on inference. It also presents many graphical methods for communicating complex regression models to nonstatisticians.
Stats for nerds
8recommend
13mentions
9people
2016–2024years
92% recommend8% neutral
Mentions per year
What Hacker News says
- Or, for a more approachable treatment, Semiparametric Regression with R by Harezlak, Ruppert, and Wand. A middle ground between Wood's book (which is comprehensive but can dip into math that's way over my head at times) and H/R/W is Semiparametric Regression by Ruppert, Wand, and Carroll.
I have also heard great things about Frank Harrell's Regression Modeling Strategies which uses a slightly different approach (still spline-based though), but I haven't read it. His other writing is fantastic though.
- > Frank Harrell's Regression Modeling Strategies which uses a slightly different approach (still spline-based though), but I haven't read it.
Very very good indeed, with the exception that he basically ignores compute time and efficiency. I learned a bunch, but applying his approach to the kinds of datasets I deal with (much larger and with pretty strict compute budgets) was very difficult.
- I'm a bit disappointed as I didn't see some of my favorites here :D One of them has already been mentioned, but I'll add it anyway.
- Harvard Stat 110: awesome and somewhat challenging lecture series on probability. It goes into all the probability basics, but also goes into problem solving skill very often, so the problem sets tended to be hard as I recall it. But the nice thing is that a lot of it you can find the solutions which are very well written -- and for the exams as well. Also, the lecturer Joe Blitzstein won best professor at Harvard if I'm not mistaken. https://www.youtube.com/playlist?list=PL2SOU6wwxB0uwwH80KTQ6...
- Statistical Rethinking by Richard Malkreath: man this one will make you relearn statistics. And with a heavy bayesian flavor, which if you hadn't had the chance to learn, will bend your mind as well. You will learn to build models that can describe a lot of situations in the real world, and estimate the parameters from data. Cool stuff if you ask me. https://www.youtube.com/watch?v=BYUykHScxj8&list=PLDcUM9US4X...
- Frank Harrel's Bioistatistics for biomedical reasearch: Frank Harrel is the go to guy to understand how to use data in clinical trials and diagnostics research. His book Regression Modeling strategies is a gem that every data scientist should read. This lecture series is aimed at biomedical researches, ie. people without a strong background in theoretical statistics. In the lectures he talks about the best practices and pitfalls you'll come accross when doing and reading research, and also explain some R code to do a better job. Harrel also wrote some very important R packages i.e. Hmisc and rms. https://www.youtube.com/@bbrcourse6203/videos
- calling bullshit in the era of big data: this is a last year course so it is very laid back in the discussions. I didn't go through the whole thing. But what I watched I remember it was really nice and thought provoking. https://www.youtube.com/watch?v=A2OtU5vlR0k&list=PLPnZfvKID1...
- statistical learning by Hastie and Tibshirani: these are the guys that wrote the two main books on statistical learning. If one wants to get into DS, this is the place to start. https://www.youtube.com/watch?v=LvySJGj-88U&list=PLoROMvodv4...
- Discrete Differential Geometry by Keenan Crane: ok, I didn't see the whole thing, because it was above my understanding. But the graphics and images are so eye catching I almost wanted to just sit there watching. I'm pretty sure this and his computer graphics lectures are aso engaging as hell and hidden gems of the internet. https://www.youtube.com/watch?v=mas-PUA3OvA&list=PL9_jI1bdZm...
- I really like the way Harrell uses PCA to build regression analysis in Regression Modeling Strategies
- I first read about 10-20 observations per feature in a statistical model (not ML), including interactions between features, in Frank Harrell's "Regression Modeling Strategies," an excellent book that many coming from the CS side of modeling would benefit greatly from studying.
- For regression I really like Frank Harrell's Regression Modeling Strategies. http://biostat.mc.vanderbilt.edu/wiki/Main/RmS
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