My main question: what bibliography would you recommend for linear models theory?

I'm thinking of acquiring Plane answers to complex questions: the theory of linear models, by Ronald Christensen. Has anyone here ever read it? What are the book's advantages and disadvantages? Is the letter size reasonable? This might sound funny, but I'm no longer as young as I used to be, and small lettering makes the study of a subject more difficult than it needs to be...


I have read Christensen's books and would include it too. Certainly you'd want to include the following (in no particular order).

  1. P. McCullagh, John A. Nelder. Generalized Linear Models, Second Edition. Volume 37 of Chapman & Hall/CRC Monographs on Statistics & Applied Probability. CRC Press, 1989.

  2. Norman R. Draper, Harry Smith, 3rd Edition. Applied Regression Analysis. Wiley Series in Probability and Statistics. John Wiley & Sons, 2014.

  3. Michael H. Kutner, Chris J. Nachtsheim, John Neter. Applied Linear Regression Models. McGraw-Hill Higher Education, 2003.

  4. Shayle R. Searle. Linear Models. Wiley Series in Probability and Statistics - Applied Probability and Statistics Section. Wiley, 2012.

  5. Alvin C. Rencher, G. Bruce Schaalje. Linear Models in Statistics. John Wiley & Sons, 2008.

  6. John F. Monahan. A Primer on Linear Models. Chapman & Hall/CRC Texts in Statistical Science. CRC Press, 2008

  7. Nalini Ravishanker, Dipak K. Dey. A First Course in Linear Model Theory. Chapman & Hall/CRC Texts in Statistical Science. CRC Press, 2001.

  8. John Fox. Applied Regression Analysis, Linear Models, and Related Methods. SAGE Publications, 1997.

Another good list comes from Steve Vardeman at Iowa State: http://www.public.iastate.edu/~vardeman/stat511/Stat%20511%20Useful%20Book%20List.pdf

  • $\begingroup$ Stat, what do you think in particular about that Christensen's book I refer to in opening question? $\endgroup$ – An old man in the sea. Jan 17 '16 at 23:45
  • $\begingroup$ It's a good book and I'd recommend reading buying it and reading it. Personally, I really like the book by Rencher. $\endgroup$ – StatsStudent Jan 18 '16 at 1:17

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