8 Linear Regression Books That Separate Experts from Amateurs

Discover 8 Linear Regression Books authored by leading experts like Colin Lewis-Beck, Douglas C. Montgomery, and Jim Frost, offering proven methods and practical insights.

Updated on June 28, 2025
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What if you could grasp the nuances of linear regression without wading through dense jargon or scattered resources? Linear regression sits at the core of many scientific and social science analyses, shaping how we interpret data and make decisions. Yet, mastering it remains a challenge for many.

These eight books, penned by distinguished figures such as Colin Lewis-Beck, Douglas C. Montgomery, and Jim Frost, offer a gateway into the theory and practice of linear regression. Their combined expertise spans social sciences, engineering, statistics, and data analysis — ensuring each text balances rigor with accessibility.

While these expert-curated books provide proven frameworks, readers seeking content tailored to their specific background, skill level, or industry might consider creating a personalized Linear Regression book that builds on these insights, accelerating your learning journey with customized focus areas.

Best for social science researchers
Colin Lewis-Beck, a PhD candidate in Statistics at Iowa State University with teaching honors from the University of Michigan, collaborated with Michael S. Lewis-Beck, a distinguished political science professor and top-cited methodology author, to create this accessible guide. Their combined expertise in applied statistics and social science methodology grounds the book in both theoretical rigor and practical relevance, making it a valuable resource for anyone looking to master regression analysis in social research contexts.
Applied Regression: An Introduction (Quantitative Applications in the Social Sciences) book cover

by Colin Lewis-Beck, Michael S. Lewis-Beck··You?

Drawing from their extensive backgrounds in statistics and political science, Colin Lewis-Beck and Michael S. Lewis-Beck present regression analysis in a way that demystifies both its theory and application for social scientists. You’ll explore the fundamentals of fitting linear models, then advance through topics like multiple regression, interaction effects, and multicollinearity, all illuminated with clear graphical examples and practical interpretations. The book’s focus on the assumptions and diagnostics of regression equips you to critically evaluate your models beyond mere computation. If your work involves quantitative data in social research, this text offers a solid foundation without overwhelming jargon.

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Best for engineering and applied statistics
Douglas C. Montgomery, PhD, Regents Professor at Arizona State University, brings over three decades of expertise in industrial engineering and statistics to this book. His work on experimental design and process optimization informs the clear explanations and broad coverage of regression techniques presented here. This book reflects his commitment to bridging theory and practice, making complex statistical methods accessible for engineers and scientists alike.
Introduction to Linear Regression Analysis book cover

by Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining··You?

645 pages·Regression, Linear Regression, Statistics, Model Building, Time Series

Douglas C. Montgomery's extensive experience in engineering statistics shines through in this detailed guide to regression analysis. You’ll explore foundational principles alongside practical tools like model adequacy checking, transformations, and handling influential data points. The book also dives into specialized topics, such as regression for time series data and mixed models, offering examples from fields like engineering and health sciences. Whether you want to understand patient satisfaction models or improve your statistical inference skills, this text equips you with a solid framework and software applications including R and SAS.

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Best for personalized learning paths
This AI-created book on linear regression is crafted based on your background, skill level, and specific goals. By sharing what you want to focus on, you receive a tailored guide that dives into the theory and practical applications most relevant to you. This personalized approach helps you navigate the complexities of regression analysis with clarity and depth, making your learning journey more effective and aligned with your unique needs.
2025·50-300 pages·Linear Regression, Regression Theory, Model Diagnostics, Assumption Testing, Coefficient Interpretation

This tailored book explores linear regression theory and application with a focus on your unique goals and background. It delves into fundamental concepts such as model formulation, assumption checking, and coefficient interpretation, while also examining advanced topics like diagnostics, multicollinearity, and model selection. The content is carefully synthesized to align with your interests, providing a clear pathway through complex material and bridging expert knowledge with your specific needs. By addressing your particular areas of focus, this personalized guide facilitates a more engaging and efficient learning experience that deepens your understanding of linear regression's practical and theoretical aspects.

Tailored Guide
Regression Diagnostics
1,000+ Happy Readers
Best for intuitive data analysts
Jim Frost has extensive experience using statistical analysis in academic research and consulting projects, performing statistical work for over 20 years. For a decade, he contributed at a statistical software company helping others make the most of their data. His passion for sharing statistical understanding led him to write this book, offering clear explanations and practical guidance that demystify regression analysis for practitioners seeking confidence in their data modeling.
2020·355 pages·Statistics, Data Analysis, Regression, Linear Regression, Model Assessment

The methods Jim Frost developed while working at a statistical software company shine through in this approachable guide, which breaks down regression analysis into understandable concepts rather than dense equations. You’ll learn how to specify and assess models, interpret statistical significance, and troubleshoot common issues using practical examples and downloadable datasets. Chapters on modeling curvature and interaction effects deepen your grasp beyond basics, making it useful whether you’re just starting or aiming to sharpen your analytical skills. This book suits anyone needing to confidently analyze data without getting lost in technical jargon, especially applied researchers and data analysts.

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Best for mathematical foundations learners
Damodar Gujarati, holding an M.B.A. and Ph.D. from the University of Chicago and serving as Professor Emeritus of economics at the United States Military Academy at West Point, brings exceptional academic rigor to this book. His extensive teaching tenure at Baruch College and expertise in econometrics underpin the clear, methodical presentation of linear regression theory tailored for social sciences. Gujarati’s background in both business and consulting enriches the practical relevance of the material, making this book a valuable resource for anyone looking to grasp the mathematical underpinnings of regression analysis.
2018·272 pages·Regression, Statistics, Linear Regression, Linear Models, Hypothesis Testing

Damodar Gujarati's decades of teaching and consulting experience culminate in this mathematically focused introduction to linear regression tailored for social science students. You’ll explore regression theory presented with precision yet without overwhelming abstraction, allowing you to grasp core concepts such as model assumptions, estimation techniques, and hypothesis testing. The book includes exercises that reinforce your understanding and appendices that delve deeper into complex topics, making it a solid choice for those seeking a rigorous foundation in regression analysis. If you want to master the mathematical framework behind linear regression rather than just its applications, this book suits you well; it’s less about quick fixes and more about building true analytical skill.

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Best for practical example-driven learning
Samprit Chatterjee, PhD, Professor Emeritus of Statistics at New York University and Fellow of the American Statistical Association, brings his extensive academic and international experience to this edition. His background as a Fulbright scholar and coauthor of other influential statistical texts underpins the book’s authoritative approach. Chatterjee’s focus on combining theoretical understanding with practical examples makes this book a valuable resource for those looking to deepen their grasp of regression analysis.
2012·420 pages·Regression, Statistics, Probability and Statistics, Linear Regression, Regression Diagnostics

What happens when decades of academic rigor meet practical regression challenges? Samprit Chatterjee, a seasoned statistician and professor emeritus at NYU, crafts this edition to bridge theory and application in regression analysis. You’ll explore real-world examples highlighting regression diagnostics, handling multicollinearity, logistic regression, and nonlinear models, with fresh data sets from engineering and medicine. Chapters like the new multicollinearity detection dive deep but remain accessible, empowering you to balance statistical theory with empirical judgment. This book suits anyone comfortable with elementary statistics who wants to sharpen their regression toolkit with nuanced, example-driven insights.

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Best for personal skill plans
This AI-created book on linear regression is tailored to your background, skill level, and the specific aspects of regression you want to master. By focusing on your goals and interests, it creates a clear, personalized learning path that speeds up understanding and application. Instead of generic content, this book presents what you need most to improve quickly and confidently. With AI crafting the content just for you, it's a more efficient way to bridge expert knowledge with your unique learning journey.
2025·50-300 pages·Linear Regression, Regression Fundamentals, Model Fitting, Assumption Checking, Diagnostic Techniques

This tailored book delves into the core principles and practical applications of linear regression with a focus on accelerating your skill development. It explores foundational concepts like model fitting and assumption checking before guiding you through progressively advanced topics such as interaction effects and diagnostic techniques. By aligning content with your background and goals, the book reveals a clear path for rapid enhancement of your regression abilities. Tailored to your interests, it connects theoretical understanding with hands-on activities, enabling you to confidently interpret results and apply linear regression in your field. This personalized approach ensures efficient learning by concentrating on what matters most to you.

Tailored Guide
Regression Diagnostics
3,000+ Books Created
Best for social science applications
Richard B. Darlington, PhD, is Emeritus Professor of Psychology at Cornell University and a Fellow of the American Association for the Advancement of Science. His extensive publications on regression and related methods, combined with his experience exploring cognitive and developmental neuroscience, uniquely position him to guide readers through the nuances of linear regression analysis in social and behavioral sciences. This book reflects his commitment to making complex statistical methods accessible and meaningful for researchers navigating real data challenges.
2016·661 pages·Regression, Linear Regression, Moderation Analysis, Mediation Analysis, Regression Diagnostics

Richard B. Darlington, a seasoned psychologist and emeritus professor at Cornell University, brings decades of expertise to this text, aiming to demystify linear regression for social and behavioral scientists. You learn to construct and interpret linear models with clarity, focusing on conceptual understanding rather than heavy mathematics. The book covers a range of topics from moderation and mediation analysis to regression diagnostics, enriched by concrete examples and software code snippets for SPSS, SAS, and STATA, plus R resources. If you're working in social or health sciences and want to deepen your grasp of regression techniques with practical tools, this book suits you well, although those seeking purely mathematical treatments may find it less technical.

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Best for R programming enthusiasts
Julian J. Faraway is a Professor of Statistics at the University of Florida, recognized for his expertise in statistical modeling and data analysis. His extensive experience in teaching and research led him to write this book, blending theory with practical R programming to help you master linear models. Faraway’s authoritative background ensures you’re learning from a credible voice who understands the challenges of applying linear regression in various scientific and business contexts.
Linear Models with R (Chapman & Hall/CRC Texts in Statistical Science) book cover

by Julian J. Faraway··You?

2014·286 pages·Linear Regression, Statistics, Data Analysis, Linear Models, Regression Analysis

Julian J. Faraway’s decades of experience as a statistics professor shine through in this detailed guide to linear modeling with R. You’ll learn how to apply linear models to diverse fields like physical sciences, engineering, and social sciences, gaining skills in prediction, inference, and handling missing data. The book’s updated second edition introduces modern topics such as splines, additive models, and Lasso, while emphasizing interpretation and causality. If you want to deepen your practical understanding of statistical modeling and see clear examples using R’s ggplot2 and base graphics, this book fits that need well.

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Michael H. Kutner is a renowned statistician whose work has made advanced statistical concepts accessible to many. His expertise shines through in this text, which he co-authored to provide clarity on applied linear statistical models. This book reflects his commitment to helping students and professionals grasp statistical modeling techniques essential for research and applied data analysis.
2004·Linear Regression, Statistics, Regression Diagnostics, Analysis Of Variance, Experimental Design

Michael H. Kutner and his co-authors bring decades of statistical expertise to this edition, distilling complex linear modeling techniques into structured, accessible chapters. You’ll gain a deep understanding of applied linear statistical models, including regression diagnostics, variance analysis, and experimental design, with examples grounded in real data. The book is ideal if you want to master statistical reasoning and modeling skills critical for data analysis in research or industry. While dense, chapters like regression model building and hypothesis testing provide practical frameworks for interpreting data with confidence.

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Conclusion

Across these eight books, a few clear themes emerge: the balance of theory and application, the importance of diagnostics and model validation, and the value of practical examples grounded in real data. Whether you're a social scientist navigating complex models or an engineer seeking statistical precision, these texts provide solid ground.

If you're new to the topic, starting with approachable guides like Jim Frost's "Regression Analysis" and Colin Lewis-Beck's "Applied Regression" will build confidence. For those ready to deepen mathematical understanding, Damodar Gujarati's "Linear Regression: A Mathematical Introduction" offers rigorous foundations. Combining "Linear Models with R" for programming skills with Montgomery's detailed engineering focus can accelerate practical application.

Alternatively, you can create a personalized Linear Regression book to bridge the gap between general principles and your specific situation. These books can help you accelerate your learning journey and sharpen your data analysis skills.

Frequently Asked Questions

I'm overwhelmed by choice – which book should I start with?

Start with "Applied Regression" by Colin and Michael Lewis-Beck for a clear, social science-focused introduction that balances theory and practical examples.

Are these books too advanced for someone new to Linear Regression?

Not at all. Books like Jim Frost's "Regression Analysis" and Lewis-Beck's text are designed to be accessible for beginners while still offering depth for more experienced readers.

What's the best order to read these books?

Begin with introductory texts like "Applied Regression" and "Regression Analysis" to build foundational skills. Then explore more technical works such as Montgomery's and Gujarati's books for deeper understanding.

Do I really need to read all of these, or can I just pick one?

You can pick based on your goals. For practical application, "Regression Analysis by Example" offers hands-on learning, while "Linear Models with R" focuses on programming implementation.

Which books focus more on theory vs. practical application?

Gujarati's "Linear Regression" delves into mathematical theory, whereas Chatterjee's "Regression Analysis by Example" emphasizes practical examples and applied techniques.

Can I get a book that fits my specific industry or skill level?

Yes! While these books provide broad expertise, you can also create a personalized Linear Regression book tailored to your background and goals, blending expert knowledge with your unique needs.

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