Regression and Other Stories

A practical approach to using regression and computation to solve real-world problems of estimation, prediction, and causal inference.

Andrew Gelman (Author), Jennifer Hill (Author), Aki Vehtari (Author)

9781107676510, Cambridge University Press

Paperback / softback, published 23 July 2020

548 pages, 183 b/w illus. 215 exercises
24.5 x 18.9 x 3 cm, 1.06 kg

'Comprehensive and charming, this regression manual belongs on every regressor's shelf.' Joshua Angrist, Massachusetts Institute of Technology

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.

Preface
Part I. Fundamentals: 1. Overview
2. Data and measurement
3. Some basic methods in mathematics and probability
4. Statistical inference
5. Simulation
Part II. Linear Regression: 6. Background on regression modeling
7. Linear regression with a single predictor
8. Fitting regression models
9. Prediction and Bayesian inference
10. Linear regression with multiple predictors
11. Assumptions, diagnostics, and model evaluation
12. Transformations and regression
Part III. Generalized Linear Models: 13. Logistic regression
14. Working with logistic regression
15. Other generalized linear models
Part IV. Before and After Fitting a Regression: 16. Design and sample size decisions
17. Poststratification and missing-data imputation
Part V. Causal Inference: 18. Causal inference and randomized experiments
19. Causal inference using regression on the treatment variable
20. Observational studies with all confounders assumed to be measured
21. Additional topics in causal inference
Part VI. What Comes Next?: 22. Advanced regression and multilevel models
Appendices: A. Computing in R
B. 10 quick tips to improve your regression modelling
References
Author index
Subject index.

Subject Areas: Probability & statistics [PBT], Economic statistics [KCHS], Research methods: general [GPS]