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4.6 out of 5 stars
4.6 out of 5
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Regression and Other Stories

Regression and Other Stories

byAndrew Gelman
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From Canada

Maxime Turgeon
5.0 out of 5 stars Excellent practical overview of regression
Reviewed in Canada 🇨🇦 on August 15, 2020
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I haven't read the whole book yet, but I've been using it to prepare for a guest lecture on regression diagnostics for graduate students in epidemiology and public health. So far, I really enjoy the overall approach on regression, and I have learned quite a bit in the process.

I really like the pragmatic approach the authors take. They present regression from the point of view of a practitioner who has a research/policy question to answer. They also provide code samples to recreate the graph and analysis they perform. There is also a strong bias towards "fake-data simulation", i.e. to understand your model, fit it to fake data and see how it performs. As a statistician with a computational bias myself, I was already sold on the idea. But hopefully the book can help convert other practicing statisticians and data analysts.

I definitely recommend this book to anyone who is comfortable with programming in R (or is willing to learn) and who wants to learn more about applied regression.
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From other countries

JVerkuilen
3.0 out of 5 stars A lot of good content but it needs to go to the right audience
Reviewed in the United States 🇺🇸 on September 28, 2021
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This review is based on using the text for a semester-long course that made use of Chapters 1-12 and Chapter 16. As such, I am not really commenting on the other Chapters. Overall I like the book but it's not really suited for my needs as an instructor, sadly.

I've taught the second course in regression to grad students in social, behavioral, and health sciences for over a decade. I think over that time I've taught it eleven(!) times. I switched to this book this year, as I was hoping to get a text that had a more contemporary coverage. There's a lot I like about it. It's conversational and easier to read than many statistics books. It also has a lot of important advanced topics that tend not to be in most regression books, such as Bayesian estimation, poststratification, missing data, and causal inference (great fit for Jennifer Hill's expertise!), among others. However, there are some notable issues that instructors should know about that, for my review, dock it two stars, for my use of the text. Many of these are the downsides of the strengths.

-The book tends to gloss over some important details in points. I get (and largely share) the authors' viewpoints, but there's a good bit of "due diligence" that comes with education and those glossed points can be a bit of a problem. For instance, they mostly duck formulas, which I can understand, but it really is necessary for important and common formulas to show up and be explained. Many homework problems are unnecessarily complicated because of it.
-I mostly agree with the authors and their overall orientation, but there are some spots I really part company (e.g., the notion that a measure could be valid but not reliable).
-The exercises are extremely difficult for my students. Stat book problems are notorious for taking too much for granted on the part of the students, so this isn't unique to this text. A number that seemed pretty reasonable to me turn out to really throw some students for a loop. Unevenness among their backgrounds means that some know some things and others don't. For instance, some students found the R programming no big deal and had issues with more theory while others had the vice versa issue. This is very hard to predict. This is compounded by the fact that important details were glossed over so it's not like the problems or I can say "Hint: See the formula on p. 57". That's something I can fix as an instructor to some degree but generally shouldn't have to as much as I did. I also don't like problems that say "Find a dataset that's of interest to you and do X, Y, and Z with it." I get where that's coming from, but the unevenness of grading is likely to be more of a problem than it's worth. As such, I never assign problems like that. I think a lot of this would be ameliorated by having a lab section where lots of the kind of smaller ad hoc questions could be addressed, but my course does not have a lab section.
-There's R code for all the examples in the book, which is great! However, quite a bit of it is rather complicated by details that mostly make the output look good. Again, I appreciate that and the output does indeed look good. Many of the graphs look great! But I often find myself having to strip it back to something quite a bit simpler so the students don't get lost in the R and lose the point of the examples. Over the course of the semester, I found myself more and more just writing my own examples rather than using the text's.
-I like the integration of Bayesian computation and I intend to incorporate more of that going forward. That is simply a responsible representation of the state of the literature now. However, installing Stan is a real pain and despite multiple attempts some students still don't have working copies (and I'm fairly certain they never will, nor do I have a ready way to help them with this---I am NOT going to touch students' computers, way too risky if I break it). This means I'll have to edit code and problems to deal with the fact that a number of the people in the class can't run the Bayesian computations and the students won't be able to follow along. (My adaptation to this turned out to be not so bad: I ran most examples using lm but had some Bayesian parallel analyses.)

I really wish there was a better alternative for my students. Much as I like the book, I probably won't use it again next year. It's just too difficult for my circumstances. This is unfortunate because there really isn't a text I like out there.

All that aside, I do highly recommend the book for someone who's already reasonably solid on the material AND on R. It's worthwhile, but if you're an instructor, be prepared to have to deal with a good bit of these issues, particularly if your students aren't all a bunch of R experts already.
17 people found this helpful
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Yeng C.
5.0 out of 5 stars This is a wonderful text for a second course in statistics.
Reviewed in the United States 🇺🇸 on August 8, 2020
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I have a BS in math and a MS in statistics. I am fortunate that I was able to work in full-time positions while doing graduate school part-time, because there are some aspects to the practical side of statistics that just aren't sufficiently covered when you're spending your time learning statistical theory from texts like Casella and Berger's Statistical Inference.

The first two chapters of this text contain the clearest motivations for some of the practical aspects of statistics that are too often omitted in statistics texts. These chapters should be required reading for any person who is doing any sort of research or data analysis, period. Beyond these first two chapters, we start learning more about linear regression and transformations, statistical inference, simulation, and then take a deep dive into regression and eventually GLMs and causal inference. R code is brought in throughout the text without any prior programming background assumed. I really appreciate the emphasis on the practical aspects of these topics brought throughout the text, especially the section in chapter 4 titled "Problems with the concept of statistical significance."

As a faculty member, my opinion is that this would be an excellent text for a second course in statistics for students who have a strong pre-calculus background, or a graduate-level social sciences course. However, there is a ton of detail packed into this text - I suspect if I ever use this text for a class, I'll have to spend quite a bit of time figuring out what aspects of each topic I want to cover, which is completely fine.

This text should be on every social-science and health-science researcher's bookshelf. Not only is it a well-written self-study text, it's an excellent reference: the index is organized extremely well. My only criticism is that I wish this text had been written years ago!

I expect that this text will become a classic in statistics eventually and highly recommend this text.
33 people found this helpful
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J. F.
5.0 out of 5 stars Excellent text for second course
Reviewed in the United States 🇺🇸 on May 21, 2021
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One of the previous reviews mentioned this book would make a great text for a second course/read on stat. methods -- I just wanted to echo that sentiment. It is 100% correct.

Just for reference, I have a bachelors in mathematics and a masters in stats, and I work as an analyst in biomedical devices. When I was doing my stat. methods and theory sequence, the texts were Kutner et al., Casella & Berger, Hogg -- the typical treatment.

If you've been exposed to those texts you'll definitely be prepared/over-prepared for this text. This book is a bit more conversational, and really teases out the rationale behind building statistical models. It's got a decidedly Bayesian feel but does a fair job of addressing the traditional approaches to modeling. It's also a great reference manual for the rstanarm package (which is GREAT for out-of-the-box Bayesian modeling).

If you're looking to further your understanding and intuition of statistical modeling and best practice -- this is the book for you.

(I also highly suggest visiting Andrew Gelman's statblog, as it also has some additional bits of wisdom posted pretty frequently)

Postscript: my sole criticism is that authors use unconventional terminology to refer to type I/II errors (they use type M and S). It's not a huge deal, but when it pops up you've got to reconcile the difference -- interrupts the flow a bit. Don't let that affect your decision to pick up this book, though!
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Vikram
5.0 out of 5 stars Wonderful book
Reviewed in India 🇮🇳 on July 24, 2020
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This is a wonderful book, one of the best on regression, recommended both for those looking for an introduction and for practitioners. Even those who have the earlier book by Gelman and Hill will find much to delight in. The authors show how you can use graphics with fitted regression models, and use simulation for understanding. The fun chapter titles on page xiii are a good guide. Appendix A tells you how to work with R. Appendix B offers invaluable tips, for example: “Forget about statistical significance”, “Do causal inference in a targeted way.” A website gives you all the data and code by example used in the book.
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Vikram
5.0 out of 5 stars Wonderful book
Reviewed in India 🇮🇳 on July 24, 2020
This is a wonderful book, one of the best on regression, recommended both for those looking for an introduction and for practitioners. Even those who have the earlier book by Gelman and Hill will find much to delight in. The authors show how you can use graphics with fitted regression models, and use simulation for understanding. The fun chapter titles on page xiii are a good guide. Appendix A tells you how to work with R. Appendix B offers invaluable tips, for example: “Forget about statistical significance”, “Do causal inference in a targeted way.” A website gives you all the data and code by example used in the book.
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3 people found this helpful
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Hobbes
5.0 out of 5 stars A must have for scientists and researchers
Reviewed in the United States 🇺🇸 on September 11, 2020
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If you are a researcher or a scientist, get this book. Gelman and Co. explain how to perform Bayesian analysis in real life scenarios. This book describes every model, linear and non-linear models, in simple terms. And they complete all their statistical analyses in Rstanarm package, an adaptive RStan package in R software. The book is written like a novel. When I started reading the first few chapters, I couldn't keep down the book. However, this book is practically oriented, so for the mathematical background, you should read their earlier book, Bayesian Data Analysis. I highly recommend to buy this book along with Statistical Rethinking for a deeper understanding in using Bayesian analysis.
11 people found this helpful
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The Chiu Family
4.0 out of 5 stars Confidence and power
Reviewed in the United States 🇺🇸 on January 14, 2021
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Surprisingly, the chapter about power analysis and minimum sample size was the clearest exposition of power analysis that I have ever read. The last few chapters on causal inference was a little over my head.
One person found this helpful
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Mark
5.0 out of 5 stars Amazing textbook
Reviewed in the United States 🇺🇸 on December 3, 2021
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Fantastic introductory text. It is my first recommendation for anyone starting in statistics or data science.
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CRuiz729
3.0 out of 5 stars Not beginner friendly
Reviewed in the United States 🇺🇸 on April 9, 2021
Verified Purchase
This text book was assigned by my professor. I really feel like this make regression more complicated than it needs to be unless you have a deep background in modeling. Maybe useful for more advanced statisticians that want to really understand the nuts and bolts of why we model the way we do. Not great for beginners. However, it has a decent integration of Bayesian regression.
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Carlo Portman
4.0 out of 5 stars Good book, poor paperback print job
Reviewed in the United States 🇺🇸 on September 15, 2020
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I really wanted to read this book. But the paperback print job from a major publisher was disappointing —reminded me of some “international edition” knock-offs.
13 people found this helpful
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