Recommended Reading on Regression Analysis?

Question

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?

Thanks

Answer 1

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.

Answer 2

• 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)