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What book will teach the most rigorous way the regression analysis? I read as a mathematician myself, and now I have to improve my statistical skills to get a job. I would like to learn what kind of methods there are to measure how to fit model to data and why those methods work. I'm not afraid to work through proofs. Is, for example, "Applied Regression Analysis and Other Multivariable Methods" written by David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam and Keith E. Muller good for learning the subject rigorously? Are there books similar to "Statistical inference" written by Casella and Berger, but concentrated on regression analysis?