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I want to do some self studying over the course of the summer. However, I find it hard to choose a good textbook amongst the plethora of possibilities. I study political science at graduate level. So far, I have used woolridge:

  • Introductory econometrics
  • Did some MLM
  • Gelman and Hill,2007
  • Categorical data analysis using long and freeses textbook.

Now I want to substantiate my knowledge, especially on the math behind combined with application examples. Perhaps with an introduction to matrix algebra.

Which advanced econometrics/statistics textbooks would you recommend for a graduate level political science student?

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A general advise would be going online on university statistics department websites and on individual class pages and looking at their recommended textbooks. Here is the graduate level probability class website from UC Berkeley: https://www.stat.berkeley.edu/~aldous/205A/index.html

Here is the graduate level statistics class website from UC Berkeley: https://www.stat.berkeley.edu/~wfithian/courses/stat210a/

Here are some textbooks for statistical modeling:

• Freedman, D.A., 2009. Statistical Models: Theory and Practice, Cambridge University Press, ISBN 978-0521743853

• Freedman, D.A., 2009. Statistical Models and Causal Inference: A Dialogue with the Social Sciences, Cambridge University Press, ISBN 978-0521123907

For linear algebra theory (assuming you are comfortable with matrix operations and already know some of the definitions):

S. H. Friedberg, A. J. Insel, and L. E. Spence, Linear Algebra, 4th edition, Prentice Hall, 2002

Disclaimer: I just graduated from UC Berkeley and am biased towards our programs.

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