Tuesday, August 06, 2013

Regression Analysis Tips

Part of my work involves regression analyses. There are myriad articles and books giving advice on good regression analysis practice, not all of which is consistent. In case you're looking for suggestions, here are three of the sources I find useful, in increasing order of length.

First, Andrew Gelman recently posted What are the key assumptions of linear regression? prioritizing five rules of thumb as to what is important.  Check out the discussion, too.  Hint: in general, don't sweat equal variance or normality of errors.

Second, David Hogg posted a link to his 55-page Data analysis recipes: Fitting a model to data, written with Jo Bovy and Dustin Lang.

Finally, for a more complete reference, see Data Analysis Using Regression and Multilevel/Hierarchical Models by Gelman and Jennifer Hill.

What would you add to that list?

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