I would like to use matlab to build a logistic regression model which includes both categorical and continuous predictors. But first of all, I would like to figure out the comprehensive theory(the assumptions, analysis, etc) behind such model. Could anyone please suggest the best reference book for logistic regression model. I got some background in linear regression analysis.
Hosmer and Lemeshow's (later eds. also Sturdivant) Applied Logistic Regression
I cannot say that it is the best book though, because I have not read others on logistic regression. It think it is a standard work though.
Although it is not specifically on logistic regression, Agresti's Categorical Data Analysis is recommended. Chapters 4-6 cover "Introduction to Generalized Linear Models", "Logistic Regression", and "Building, Checking, and Applying Logistic Regression Models". Previous chapters could also provide some background about discrete distributions and statistical inference that might be helpful to understand models in the subsequent chapters.
Possibly even better than a book, I can highly recommend Andrew Ng's coursera course on machine learning. It gives an excellent overview of several machine learning algorithms. The main advantages are that it both discusses the theory and discusses many practical things to worry about when implementing machine learning algorithms. What really makes it better than a book for you in my opinion is that it has programming exercies in matlab for most of the algorithms, including if I remember correctly both regression and categorization using logistic regression. https://www.coursera.org/learn/machine-learning