Hi Monica,
I had hoped to see some responses from others but I haven't yet so I will add my two cents:
My favorite regression book is Frank Harrell's Regression Model Strategies. It has case studies and theories and is my go to source on this sort of thing. I also like Applied Predictive Modeling by Kuhn and Johnson.
I also tend to look at software texts as they have the nuts and bolts on doing different procedures and examining the output. SAS online documentation is great. I don't use R much but I like the SAS and R books and blog by Horton and Kleinman, the blog often gives me some good ideas on stuff, not just modeling.
I like Agresti's applied categorical analysis book for GLM models. And recently have spent a lot of time with Hilbe's Negative Binomial Regression book. I have basically decided that Poisson regression is a waste of time :)
Here are some things to at least get things started and maybe get others to speak up.
Good luck!
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Jason Brinkley
East Carolina University
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Original Message:
Sent: 07-11-2014 17:27
From: Monica Johnston
Subject: ISO: Recommendations for books on modeling
Hello:
I have 5+ years of experience building logistic regression models, but I'd like to be more broadly informed about modeling, and I'd like to refresh my skills in interpreting models. I'm seeking recommendations for two kinds of books on modeling. Ideally, both would be practical in nature and refer the reader to statistical/mathematical formulas stated elsewhere.
I'd like a book that provides a broad overview of modeling. The book should describe different kinds of models, model selection techniques, model building strategies, caveats, etc. It would differentiate building models with survey data from building models with web-based data. Information on interpreting models would be a plus.
I also would like a book specific to the field of finance, and more specifically, to modeling risk, such as credit risk. The book needs to demonstrate how to interpret models. I wonder if I should get a textbook with problem sets.
By the way, I searched the posts in the last year for a similar question but didn't see anything. Does anyone know if CNSL has ever maintained a list of reviews of member-recommended books?
Thank you,
MJ-
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Monica Johnston
Statistical Consultant & Instructor
Mostly Math
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