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I am looking for a free book, lecture series or a course to thoroughly explain linear models concepts and the underlying math behind them, and give intuition.
I am thinking of a material that connects all the concepts together, for example, how mean square error is related to R-square? how the coefficient is related to the correlation? etc.
The books that I went through explain these concepts but they don't connect the dots.
I only get the intuition of these concepts when they are connected.

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  • $\begingroup$ Can you give title for some of the books you tried, so we can get a better idea of what you are not looking for? $\endgroup$
    – GeoMatt22
    Commented Sep 1, 2016 at 22:14
  • $\begingroup$ Linear models with R, Julian Faraway, and Basic econometrics, Damador Gujarati. I also took the regression models course by Johns Hopkins on Coursera. $\endgroup$ Commented Sep 1, 2016 at 22:36
  • $\begingroup$ There are previous threads for book requests, check them out. (See tag refrences.) $\endgroup$ Commented Sep 2, 2016 at 5:33
  • $\begingroup$ Your request is quite difficult. I think you develop understanding and intuition with practice. The textbooks normally give you the basics but they cannot cover all possible relationships between all possible concepts. What often happens is that you develop this intuition over years of work. That being said, I would love to see a textbook with as much intuition and dot-connecting as possible. $\endgroup$ Commented Sep 3, 2016 at 8:57
  • $\begingroup$ That's what I'm trying to do now, to ask specific question and try to find answers. But I have a feeling that someone thought of this before and wrote a book to satisfy this hunger. $\endgroup$ Commented Sep 3, 2016 at 15:13

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Probably Wikipedia isn't a bad place for start, but if you're looking for something thorough and free then try some of the MOOC courses offered in www.coursera.org and www.edx.org.

For instance: https://www.coursera.org/learn/inferential-statistics-intro

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  • $\begingroup$ Thanks. I guess I took some of those, but I still don't feel satisfied :/ $\endgroup$ Commented Sep 3, 2016 at 15:10
  • $\begingroup$ It's not free, but I found the book "Introductory Econometrics: A Modern Approach" (Jeffrey Wooldridge) to be very good for undergraduate level (comparing to Gujarati, Maddala and others). This, of course, it's subjective $\endgroup$
    – Diego
    Commented Sep 3, 2016 at 19:34

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