Statistical Regression and Classification

Features

• *Statistical Regression and Classification: From Linear Models to Machine Learning was awarded the 2017 Ziegel Award for the best book reviewed in Technometrics in 2017.*

  • States concepts in a precise manner
  • Emphasizes practical value throughout the text
  • Provides a main body section which uses math stat sparingly, as well as an "extras" section for those who feel comfortable with analysis using math stat

Summary

Statistical Regression and Classification: From Linear Models to Machine Learning takes an innovative look at the traditional statistical regression course, presenting a contemporary treatment in line with today's applications and users. The text takes a modern look at regression:

* A thorough treatment of classical linear and generalized linear models, supplemented with introductory material on machine learning methods.

* Since classification is the focus of many contemporary applications, the book covers this topic in detail, especially the multiclass case.

* In view of the voluminous nature of many modern datasets, there is a chapter on Big Data.

* Has special Mathematical and Computational Complements sections at ends of chapters, and exercises are partitioned into Data, Math and Complements problems.

* Instructors can tailor coverage for specific audiences such as majors in Statistics, Computer Science, or Economics.

* More than 75 examples using real data.

The book treats classical regression methods in an innovative, contemporary manner. Though some statistical learning methods are introduced, the primary methodology used is linear and generalized linear parametric models, covering both the Description and Prediction goals of regression methods. The author is just as interested in Description applications of regression, such as measuring the gender wage gap in Silicon Valley, as in forecasting tomorrow's demand for bike rentals. An entire chapter is devoted to measuring such effects, including discussion of Simpson's Paradox, multiple inference, and causation issues. Similarly, there is an entire chapter of parametric model fit, making use of both residual analysis and assessment via nonparametric analysis.

Norman Matloff is a professor of computer science at the University of California, Davis, and was a founder of the Statistics Department at that institution. His current research focus is on recommender systems, and applications of regression methods to small area estimation and bias reduction in observational studies. He is on the editorial boards of the Journal of Statistical Computation and the R Journal. An award-winning teacher, he is the author of The Art of R Programming and Parallel Computation in Data Science: With Examples in R, C++ and CUDA.