
Regression and Other Stories
by Andrew Gelman, Jennifer Hill, Aki Vehtari · first published 2020
79% recommend21% neutral
Why HN recommends it
Practical, example-driven guide to regression and applied statistics with worked R and Stan code. It is approachable for beginners and serves as a good bridge into Bayesian modeling. It is freely available online.
Summarised by Claude from recommending comments
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
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…(McElreath): https://www.amazon.ca/gp/product/036713991X/ - An Introduction to Statistical Learning (James, Witten, Hastie & Tibshirani): https://www.amazon.ca/Introduction-Statistical-Learning-Appl... - Regression and Other Stories (Gelman, Hill & Vehtari): https://www.amazon.ca/gp/product/1107676517/ - Data Analysis Using Regression and Multilevel/Hierarchical Models (Gelman & Hill): https://www.amazon.ca/gp/product/052168689X/…
on “Ask HN: What do you read for general knowledge?” ↗One of my favourite books on statistics and probability is "Regression and Other Stories", by Andrew Gelman, Jennifer Hill and Aki Vehtari. You can access the book for free here: https://users.aalto.fi/~ave/ROS.pdf
on “Introduction to Modern Statistics” ↗Regression and Other Stories by Andrew Gelman et al. is IMHO the best introduction to Bayesian reasoning without being overly technical, but still maintaining rigor and providing lots of insights about how statistics is done in practice.
on “A visual introduction to Gaussian Belief Propagation” ↗…Rethinking (https://xcelab.net/rm/statistical-rethinking/), which is a more enjoyable read than ISLR and will also introduce you to Bayesian stats (Lectures are also on youtube). I'd also suggest Gelman's Regression and Other Stories (https://avehtari.github.io/ROS-Examples/).
on “An Introduction to Statistical Learning with Applications in Python” ↗…Statistical Sleuth. A Course in Methods of Data Analysis" (3rd Edition) by Fred Ramsey and Daniel Schafer <http://www.statisticalsleuth.com/>. Another good book at a more advanced level is this one: "Regression and Other Stories" by Andrew Gelman and Jennifer Hill <http://www.stat.columbia.edu/~gelman/arm/>. Another good book at an even more advanced level is this one: "Data Analysis Using Regression and Multilevel/Hierarchical…
on “Introduction to Modern Statistics” ↗I prefer Gelman, Hill & Vehtari Regression and Other Stories (ROS). It's also free: https://avehtari.github.io/ROS-Examples. It's a great prequel to Gelman et al. Bayesian Data Analysis (BDA). I have a formal background in Bayesian inference, I do statistics for…
on “Bayesian Analysis with Python” ↗Basically all of the Andrew Gelman books are also good. Data Analysis... https://sites.stat.columbia.edu/gelman/arm/ Regression and Other Stories: https://avehtari.github.io/ROS-Examples/ Wasserman's All of Statistics is a really good introduction to mathematical statistics (the Gelman stuff above are more practically and analytically focused).…
on “How linear regression works intuitively and how it leads to gradient descent” ↗…(Although there are excellent lectures by the author available for free on YouTube. These are worth watching even if you don’t get the book.) I also recommend Gelman’s (one of the authors of the linked book) Regression and Other Stories as a more approachable text for this content. Think Bayes and Bayesian Methods for Hackers are introductory books from a beginner coming from a programming background. If you want something more from…
on “Bayesian Data Analysis, Third edition (2013) [pdf]” ↗Regression and Other Stories. It’s also co-authored by Gelman and it reads like an updated version of his previous book Data Analysis Using Hierarchical/Multilevel Models. Statistical Rethinking is a good option too.
on “Bayesian Data Analysis, Third edition (2013) [pdf]” ↗BDA is THE book to learn Bayesian Modeling in depth rigorously. For different approaches there are a number shared here like Statistical Rethinking from Richard McElreath or Regression and other stories which Gelman and Aki wrote as well. I also write a book on the topic which is focused a code and example approach. It's available for open access here. https://bayesiancomputationbook.com
on “Bayesian Data Analysis, Third edition (2013) [pdf]” ↗…IMHO, his best work has been done describing how to do statistics. He has written somewhere I cannot find now that he sees himself as a user of mathematics, not as a creator of new theories. His book Regression and Other Stories is elementary but exceptionally well written. He describes how great Bayesian statisticians think and work, and this is invaluable. He is updating Data Analysis Using Regression and Multilevel/Hierarchical…
on “Bayesian Data Analysis, Third edition (2013) [pdf]” ↗Yeh for sure, but it's an overkill. It's like reading quantum mechanics to understand Newtonian mechanics. If you want to get a feel of bayesian ml here is an easier book, "Regression and Other Stories" https://avehtari.github.io/ROS-Examples/
on “Probabilistic Machine Learning: An Introduction” ↗Also, Regression and Other Stories is the new edition of the Regression with Multilevel models book, and it's much, much better (especially for n00bs).
on “Data science interview questions with answers” ↗Can second Regression and Other Stories, it's freely available here: https://users.aalto.fi/~ave/ROS.pdf, and you can access additional information such as data and code (including Python and Julia ports) here: https://avehtari.github.io/ROS-Examples/index.html
on “Bayesian Data Analysis, Third edition (2013) [pdf]” ↗…from very basics to advanced hierachical bayesian modeling and all that by using reproducible code and stan/rstanarm Once you master this, next level may be using brms and Solomon Kurz has done full Regression and Other Stories Book using tidyerse/brms. His knowledge of tidyverse and brms is impressive and demonstrated in his code. https://github.com/ASKurz/Working-through-Regression-and-oth...
on “Bayesian Data Analysis, Third edition (2013) [pdf]” ↗