A Modern Approach to Regression with R

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. Plots are shown to be an important tool for both building regression models and assessing their validity. We shall see that deciding what to plot and how each plot should be interpreted will be a major challenge. In order to overcome this challenge we shall need to understand the mathematical properties of the fitted regression models and associated diagnostic procedures. As such this will be an area of focus throughout the book. In particular, we shall carefully study the properties of resi- als in order to understand when patterns in residual plots provide direct information about model misspecification and when they do not. The regression output and plots that appear throughout the book have been gen- ated using R. The output from R that appears in this book has been edited in minor ways. On the book web site you will find the R code used in each example in the text.

A Modern Approach to Regression with R 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 regression output and plots that appear throughout the book have been generated using R. On the book website you will find the R code used in each example in the text. You will also find SAS-code and STATA-code to produce the equivalent output on the book website. Primers containing expanded explanations of R, SAS and STATA and their use in this book are also available on the book website.

The book contains a number of new real data sets from applications ranging from rating restaurants, rating wines, predicting newspaper circulation and magazine revenue, comparing the performance of NFL kickers, and comparing finalists in the Miss America pageant across states.

One of the aspects of the book that sets it apart from many other regression books is that complete details are provided for each example. The book is aimed at first year graduate students in statistics and could also be used for a senior undergraduate class.

Simon Sheather is Professor and Head of the Department of Statistics at Texas A&M University. Professor Sheather’s research interests are in the fields of flexible regression methods and nonparametric and robust statistics. He is a Fellow of the American Statistical Association and listed on ISIHighlyCited.com.