Linear Regression Textbook Suggestions

[Euler17]

Hello all, 

I am currently using "Introduction to Linear Regression Analysis"  by Montgomery, Peck, and Vining and find myself dissatisfied with the presentation of the material. I am more accustomed to traditional mathematics textbooks and I think this text, because it has a broad audience, does not flesh out the mathematical details in a way that I would prefer. I think if I was given a more complete picture of derivations and such I would have a better intuition for the material. Does anyone have any suggestions for intro linear regression textbooks with a more mathematical slant? 

Thanks in advance! 

 

 

[StatsG0d]

The classic book for linear models in a PhD program is Christensen's Plane Answers to Complex Questions. 

[bayessays]

Haven't used it myself thoroughly, but you might want to take a look at "Plane Answers to Complex Questions."

Edit: @StatsG0d beat me by two seconds! ?

[BL250604]

Plane answers is a good book, I've used that one. Primer to Linear Models (Monahan) is good, as is Linear Models in Statistics (Rencher). I also really like the discussion in KNNL, personally.

[DanielWarlock]

We used Agresti foundation of linear and generalized linear model. I feel that it is a bit cumbersome and wordy but in general a good book in terms of mathematical rigour. A lot of details regarding different models are not useful for me but I did learn some very useful techniques and practiced calculation quite a bit.

Edited October 8, 2020 by DanielWarlock

[Euler17]

Thanks for the suggestions everyone, I really appreciate it!