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I am looking for references about the theory of linear regression or regression in general. More specifically, I am interested in knowing under what circumstances an estimated regressor is going to give accurate solutions with certain probabiltiy. For now, I am looking for the basic classical results, nothing too fancy or modern.

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A classic reference for the theory of general linear models is Searle: Linear Models

@article{searle1971linear, title={Linear models}, author={Searle, SR}, year={1971}, publisher={Wiley Series in Probability and Mathematical Statistics} }

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If your looking for basic statistics I recommend Khan Academy, they have an excellent series on the theory of regression lines. You can alson check out this thread about free statistical textbooks.

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