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I'm having a tough time to understand concepts of Regression Analysis and Multivariate Analysis. I'm following the books of Johnston and Anderson, but some video lectures would help me learn it faster. Could anyone suggest me some videos of the same? Thanks.

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You may want to take a look at the following;

  1. MIT Opencourseware Linear Algebra course (especially lectures 15 and 16)
  2. Coursera (especially Andrew Ng's machine learning course, there is also a specialised regression course on there too)
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Coursera is an extremely good resource. At this point in time, there are at least three upcoming courses on regression-type topics. This one may be best suited to your needs.

One major advantage to Coursera is that you can ask any specific questions about topics not covered in the videos (like Box-Cox or other transformations) in the forums. There will be TAs or other participants who will be able to help you.

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  • $\begingroup$ That particular Coursera track is horrible whenever the instructor is Peng. If you know regression analysis in other languages like Stata and want to see how it's done in R, then it's fine. If you're new, then it's nothing short of masochism. $\endgroup$ – Aksakal Dec 10 '14 at 2:27
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Where are your problems? I have heard praise for the machine learning course on coursera, which is free: https://class.coursera.org/ml-003/lecture Otherwise, I would recommend a book from Andy Field (learning statistics using...) which does a good job of teaching basics.

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  • $\begingroup$ I need to learn about Transformation of variables, leverages, box-cox, box-tidwell etc.. $\endgroup$ – Kingstat Mar 17 '14 at 11:48
  • $\begingroup$ Thanks for telling me about machine learning though.. I didn't know Andrew NG taught statistical concepts in that course! $\endgroup$ – Kingstat Mar 17 '14 at 11:51
  • $\begingroup$ Im afraid I do not know anything about box-cox etc. Sorry! Where are these methods needed? I want to take the course myself in the future - alas, I don't have time. $\endgroup$ – Christian Sauer Mar 17 '14 at 11:55
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I agree that the mentioned Coursera courses are worth checking add. In addtion, for regression I'll recommend week 3 of this course: http://online.stanford.edu/course/statistical-learning-winter-2014 (taught by the ultimate masters of the field :) ). In week 10 you'll find some nice multivariate techniques, although the presentation is far from exhaustive.

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http://www.statisticshell.com/ This is andy field's website. Particularly good video lectures for when you want a lecture from a different perspective that will keep you entertained. You might find them a bit slow/lacking in detail in some areas depending on your level. Not sure transformation is covered.

Multiple regression is here: http://www.statisticshell.com/html/woodofsuicides.html and some other multivariate methods (e.g. Manova and SEM) can be found here: http://www.statisticshell.com/html/malbowges.html

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