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For a university project, I am implementing an automated regression analysis tool.

However, I have very little background in statistics.

So what books / articles / material would you suggest I could use to brush up on this topic, based on your experiences?


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Off the top of my head:

Bevington Data Reduction and Error Analysis for the Physical Sciences

Draper, Smith Applied Regression Analysis

Chatterjee, Hadi Regression Analysis by Example

Belsley, Kuh, Welsch Regression Diagnostics: Identifying Influential Data and Sources of Collinearity

Monahan Numerical Methods of Statistics (not entirely about regression, but the chapter on regression has pointers on implementation)

I'm sure there are other nice refs, but I'll let the others point them out.

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+1 for good refs and, if I could, another +1 for Belsley et al. (along with the implicit warning its inclusion conveys about mindlessly automated regression). – whuber Nov 18 '10 at 23:22
@whuber: Well, I have to credit Belsley et al. for making me less stupid about using regression analysis properly. :) Residual analysis saved my bacon at least twice... – J. M. Nov 18 '10 at 23:26
  • Thisted, Elements of Statistical Computing
  • Rao, Linear Statistical Inference and Its Applications
  • Chapter 3 and 4 of Hastie, Tibshirani and Friedman, Elements of Statistical Learning (downloadable)
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Excellent link for Elements of Statistical Learning - thanks. – Todd Moses Nov 19 '10 at 4:18

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