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Linear Regression Textbook Suggestions


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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! 

 

 

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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 by DanielWarlock
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