8 Regression Books That Separate Experts from Amateurs

Featuring recommendations from Peter Westfall, Colin Lewis-Beck, and John Fox, these Regression Books offer proven methods and practical insights.

Updated on June 24, 2025
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What if the key to mastering complex data lay in understanding the nuances of regression beyond formulas and algorithms? Regression analysis remains a cornerstone in statistics and data science, yet many grapple with its assumptions, applications, and interpretations. As data-driven decisions become paramount across fields, honing your grasp of regression can transform how you analyze and predict real-world phenomena.

Take Peter Westfall, a seasoned statistician with a Ph.D. from the University of California at Davis, who reshaped his approach to regression by embracing models as approximations rather than exact truths. Alongside experts like Andrew Gelman, Higgins Professor at Columbia University, and John Fox, Professor Emeritus at McMaster University, these thought leaders have crafted works that challenge conventions and offer fresh perspectives on regression methods.

While these expert-curated books provide proven frameworks, readers seeking content tailored to their specific experience level, industry, or learning objectives might consider creating a personalized Regression book that builds on these insights, adapting core principles to your unique journey.

Best for realistic regression modeling
Peter Westfall, an established statistician with a Ph.D. from the University of California at Davis and former editor of The American Statistician, brings unparalleled authority to the topic of regression analysis. His deep experience in teaching and research informs this book, which he recommends highly based on his extensive work in statistical theory and applications. This book helped refine his views on model assumptions by emphasizing a realistic approach to regression, challenging conventional methods and offering a unified framework that reflects the complexity of natural processes.

Recommended by Peter Westfall

Author, Statistician, ASA Fellow

Peter H. Westfall has a Ph.D. in Statistics from the University of California at Davis, as well as many years of teaching, research, and consulting experience, in a variety of statistics-related disciplines. He has published over 100 papers on statistical theory, methods, and applications; and he has written several books, spanning academic, practitioner, and textbook genres. He is former editor of The American Statistician, and a Fellow of the American Statistical Association.

Understanding Regression Analysis book cover

by Peter H. Westfall, Andrea L. Arias··You?

2020·496 pages·Regression, Data Analysis, Statistics, Generalized Models, Neural Networks

Peter H. Westfall's extensive background in statistics shines through in this book, which challenges traditional regression assumptions by treating all models as approximations rather than exact representations of nature. You learn how to apply a unified conditional distribution framework that covers classical, generalized, and modern regression techniques, including neural networks and decision trees. The book offers clear explanations of concepts like p-values aligned with American Statistical Association guidelines and leverages R software for practical examples. If you're engaged in scientific research or advanced statistics, this book equips you to model realistically and critically evaluate regression methods.

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Best for social science regression methods
Andrew Gelman, Higgins Professor of Statistics and Political Science at Columbia University, brings his deep expertise in statistics and social science to this book. Alongside Jennifer Hill and Aki Vehtari, he crafted it to address the complexities of applying regression in social research, focusing on computation with R and Stan. Their combined backgrounds ensure readers gain methods grounded in both theory and practical challenges faced in real-world analysis.
Regression and Other Stories (Analytical Methods for Social Research) book cover

by Andrew Gelman, Jennifer Hill, Aki Vehtari··You?

2020·548 pages·Regression, Statistics, Causal Inference, Estimation, Prediction

Andrew Gelman's extensive experience as a Higgins Professor of Statistics and Political Science shaped this book's focused approach on applying regression to real social research problems rather than just theory. Together with Jennifer Hill and Aki Vehtari, he presents practical methods for comparison, estimation, prediction, and causal inference using regression, emphasizing computation in R and Stan. You'll find detailed examples addressing challenges like sample size and missing data, alongside guidance on assumptions and model fitting that go beyond the usual textbook fare. This work suits you if you want to master regression techniques directly applicable to experiments and observational studies in social sciences.

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Best for personal regression mastery
This AI-created book on regression analysis is crafted based on your background, skill level, and specific goals. You share what parts of regression you want to focus on and your experience, and the book is written to cover exactly those areas. This personalized approach means you get a clear, relevant, and engaging guide that helps you bridge complex concepts with your own learning journey.
2025·50-300 pages·Regression, Regression Fundamentals, Model Building, Assumption Testing, Linear Regression

This tailored book explores the multifaceted world of regression analysis, focusing on your unique background and learning goals. It offers a personalized journey through foundational concepts and advanced topics, illuminating the nuances of regression techniques, assumptions, and interpretations. The content is carefully adjusted to match your experience level, ensuring you engage deeply with areas most relevant to your interests, from linear models to diagnostic assessments. By synthesizing broad expert knowledge, this book reveals how to effectively harness regression for your specific data challenges, fostering a practical and confident understanding that bridges theory and application. The tailored approach ensures you gain clarity and mastery in a way that speaks directly to your objectives.

Tailored Book
Regression Expertise
1,000+ Happy Readers
Best for engineering and biological data
Douglas C. Montgomery, PhD, a Regents Professor at Arizona State University and fellow of several prominent statistical societies, leverages over thirty years of academic and consulting experience to author this authoritative text. His research in engineering statistics and experimental design informs a book that balances rigorous theory with practical application, providing you with tools to master linear regression analysis in diverse scientific fields.
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

After decades as a Regents Professor and Fellow of multiple statistical societies, Douglas C. Montgomery brings his extensive expertise to this book, aimed at demystifying linear regression analysis for advanced students and professionals alike. You’ll explore foundational concepts like inference procedures and polynomial regression, while also diving into specialized topics such as time series regression and mixed models with random effects. The inclusion of software examples across JMP, SAS, R, and more makes these methods tangible, especially when examining practical cases like patient satisfaction data. If you’re working in engineering, biological sciences, or social research and want a thorough grounding in both theory and application, this book fits that niche precisely.

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Best for R users in applied regression
John Fox, a professor emeritus of sociology with a PhD from the University of Michigan, brings decades of expertise in social statistics to this work. His academic and editorial roles, including membership in the R Foundation and editorships in leading statistical journals, underscore his authority. This book reflects his commitment to bridging rigorous statistical methods and practical computing, making it a valuable guide for anyone looking to master applied regression through R.
An R Companion to Applied Regression book cover

by John Fox, Sanford Weisberg··You?

2018·608 pages·Regression, R Programming Language, Statistical Computing, Generalized Linear Models, Mixed Effects Models

Drawing from John Fox's extensive background in sociology and statistics, this book offers a detailed exploration of applied regression within the R programming environment. You’ll gain practical skills in integrating statistical computing with regression analysis, including working with generalized linear models and mixed-effects models. The text balances foundational R programming with advanced applications, supported by updated packages like car and effects, plus coverage of RStudio and R Markdown. If your goal is to deepen your proficiency in R for regression tasks, especially in social sciences or data analysis, this resource provides a solid, methodical approach without overcomplicating programming details.

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Best for model validation with R
The American Statistician, a respected publication in the field, highlights this book as a deeply instructive resource focused on building and validating regression models with real-world data. Their review emphasizes how the author’s approach to model validity and graphical diagnostics reshaped their understanding of regression analysis. "The author states that this book focuses on tools and techniques for building regression models using real-world data and assessing their validity." The clear presentation and supplemental materials for R, SAS, and STATA make it especially helpful for students who want hands-on experience alongside theory.

The author states that this book focuses on tools and techniques for building regression models using real-world data and assessing their validity. A key theme throughout the book is that it makes sense to base inferences or conclusions only on valid models. The primary focus is on examining statistical and graphical methods for assessing whether or not the model upon which one desires to draw inferences is valid. ... the examples…will have appeal to the students due to the variety of the techniques motivated by the datasets. The author has included numerous graphs and descriptions with associated flow charts to assist the student in ’visualizing’ the process one should take when modeling data using regression models. I found that the book was …very readable and that the graphics were …useful in the analysis of the problem under consideration. The book is also the ’right size’ with enough but not too much content. Personally, I was pleased not to see the voluminous R code that ’litters’ many of the books that are ‘with R.’ I was also pleased that some of the characteristic R output has been minimized and reformatted to improve the appearance of the text.…One of the aspects I found most appealing is that which is not found in the book. The supplementary material given on the author’s webpage is potentially very useful. The R code that was used to create the graphs and output in the book is provided in a separate document. This supplement will be very useful to the student who is learning R. In addition, there are similar documents that use SAS and STATA. I have found that having code to address a specific statistical problem is a very effective way for a student to learn a statistical software package. The author’s supplementary material using all three packages will provide an effective means for a student to learn multiple software packages without having to spend valuable classroom time and instructor supervision.

2009·407 pages·Regression, Statistics, Data Analysis, Model Validation, Residual Analysis

Simon Sheather’s extensive experience as a professor and head of a statistics department shapes this focused guide on regression modeling. You’ll learn how to build and validate regression models rigorously, with a strong emphasis on understanding residuals and diagnostic plots to detect model misspecification. The book uses real-world data examples and integrates R-generated outputs, helping you grasp both theoretical concepts and practical implementation. It’s particularly useful if you want to deepen your grasp of model validity and the statistical reasoning behind it, rather than just running software commands.

Published by Springer
Author is Fellow of American Statistical Association
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Best for personal learning plans
This AI-created book on regression learning is crafted based on your background, experience level, and project needs. You share the regression topics you want to focus on and your learning goals, and the book is tailored to cover exactly what you need. This personalized approach helps you avoid generic content and instead concentrates on skills and techniques that directly support your projects and accelerate your understanding.
2025·50-300 pages·Regression, Regression Basics, Model Building, Data Preparation, Assumption Checks

This personalized book explores the essentials of rapid, hands-on regression learning tailored to your unique projects and experience. It covers core regression concepts, guiding you through data preparation, model selection, and interpretation with examples focused on your specific interests. The book delves into practical regression techniques, from linear to advanced models, emphasizing understanding assumptions and diagnostics relevant to your goals. By matching content to your background and desired outcomes, it fosters a rich learning experience that builds confidence and skill efficiently. Through this tailored approach, you engage deeply with regression analysis, mastering application nuances that matter most to your work or study.

Tailored Guide
Project-Specific Focus
1,000+ Happy Readers
Best for advanced predictive modeling
Frank E. Harrell Jr. brings his extensive expertise as Professor of Biostatistics and Chair at Vanderbilt University School of Medicine to this detailed guide on regression modeling strategies. With a career spanning applied statistics, clinical trials, and consulting for the FDA and pharmaceutical industries, he offers readers a deeply informed perspective on predictive modeling. This book reflects his dedication to teaching complex statistical methods through practical case studies, making it a valuable resource for those aiming to master regression techniques in medical and scientific research.
2015·607 pages·Predictive Modeling, Regression, Statistics, Logistic Regression, Ordinal Regression

When Frank E. Harrell Jr. wrote this book, he drew deeply on his experience as a biostatistics professor and consultant, aiming to tackle real challenges in multivariable predictive modeling beyond textbook examples. You’ll explore how to apply regression techniques like generalized least squares for longitudinal data, logistic and ordinal regression, and survival analysis through detailed case studies using R software. The book’s emphasis on problem-solving strategies and robust analysis equips you to handle complex datasets and avoid common pitfalls, making it especially useful if you’re pursuing advanced graduate studies or working with applied statistics in medical or pharmaceutical research. While dense, its comprehensive approach rewards those seeking to master nuanced regression modeling in practical contexts.

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Best for social science regression beginners
Colin Lewis-Beck, a PhD candidate in Statistics at Iowa State University with a strong background from the University of Michigan, co-authored this book with Michael S. Lewis-Beck, a distinguished professor and one of the most cited political scientists in methodology. Their combined expertise in applied statistics and social science research drove the creation of this accessible introduction to regression analysis. Their experience working with organizations like OECD and health outcomes research firms reflects in the book’s practical approach to modeling quantitative data. This background ensures the book’s clarity and relevance for social scientists seeking to deepen their methodological toolkit.
Applied Regression: An Introduction (Quantitative Applications in the Social Sciences) book cover

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

What happens when expert political scientists deeply versed in statistics tackle regression analysis? Colin Lewis-Beck and Michael S. Lewis-Beck bring decades of academic and applied experience to this clear introduction aimed at social scientists and professionals. You’ll explore everything from simple linear regression to more complex topics like multicollinearity and interaction effects, all explained with accessible language and concrete examples, including graphical analyses throughout the chapters. This book suits those seeking to understand how regression models answer real scientific questions, especially in social research contexts, though it may be less ideal if you’re looking for highly technical or purely mathematical treatments.

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Best for regression model diagnostics
John Fox received a BA from the City College of New York and a PhD from the University of Michigan, both in Sociology. He is Professor Emeritus of Sociology at McMaster University in Hamilton, Ontario, Canada, where he was previously the Senator William McMaster Professor of Social Statistics. His extensive background in social statistics uniquely qualifies him to guide you through the intricacies of regression diagnostics, helping you critically assess and improve your regression models with clarity and precision.
2019·168 pages·Regression, Statistics, Data Analysis, Model Diagnostics, Linear Models

John Fox, a seasoned sociologist and Professor Emeritus of Sociology at McMaster University, brings his deep expertise in social statistics to this focused examination of regression diagnostics. You’ll learn specific techniques for evaluating how well regression models fit your data, including methods to check assumptions like linearity and normality, with detailed attention to both normal linear regression and generalized linear models. The book also offers practical R code and datasets for hands-on application, making it ideal if you want to sharpen your diagnostic toolkit for statistical modeling. If you’re looking for a rigorous yet accessible guide to understanding and improving your regression analyses, this book will suit your needs well.

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Conclusion

The collection of Regression books outlined here underscores three key themes: practical application, critical evaluation of model assumptions, and the integration of computational tools like R for deeper analysis. Whether you're tackling social science data, engineering problems, or medical research, these texts offer targeted strategies to elevate your statistical modeling.

If you're new to Regression or seeking foundational clarity, starting with "Applied Regression" and "Introduction to Linear Regression Analysis" grounds you in essential concepts. For those aiming to refine model accuracy and validation, "A Modern Approach to Regression with R" and "Regression Diagnostics" provide actionable guidance. And for advanced practitioners focused on predictive modeling, "Regression Modeling Strategies" delivers nuanced approaches to complex datasets.

Alternatively, you can create a personalized Regression book to bridge the gap between general principles and your specific situation. These books can help you accelerate your learning journey and deepen your expertise.

Frequently Asked Questions

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

Start with "Applied Regression" if you're new to regression; it offers clear, practical examples. For a deeper dive into linear models, "Introduction to Linear Regression Analysis" is excellent. Both are approachable and build a solid foundation before moving to more advanced texts.

Are these books too advanced for someone new to Regression?

Not at all. Books like "Applied Regression" and "Regression Diagnostics" are designed with clarity and practical examples, making them accessible for beginners. Others, like "Regression Modeling Strategies," cater more to experienced readers seeking advanced techniques.

What's the best order to read these books?

Begin with introductory texts like "Applied Regression" and "Introduction to Linear Regression Analysis." Then explore specialized topics in "Regression Diagnostics" and "An R Companion to Applied Regression." Finally, tackle advanced strategies with "Regression Modeling Strategies."

Do these books assume I already have experience in Regression?

Some do, while others are beginner-friendly. "Understanding Regression Analysis" and "Regression and Other Stories" challenge conventional assumptions and may suit readers with some background. For newcomers, starting with "Applied Regression" is advisable.

Which books focus more on theory vs. practical application?

"Understanding Regression Analysis" and "Regression Modeling Strategies" lean towards theoretical depth, exploring assumptions and predictive modeling. Meanwhile, "An R Companion to Applied Regression" and "Regression Diagnostics" emphasize practical application with hands-on coding and diagnostics.

Can I get a Regression book tailored to my specific needs or experience level?

Yes! While these expert books provide solid foundations, you can create a personalized Regression book tailored to your background, goals, and preferred subtopics, bridging expert knowledge with your unique application.

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