References about the theory of linear regression or regression in general

Question

I am looking for references about the theory of linear regression or regression in general. More specifically, I am interested in knowing under what circumstances an estimated regressor is going to give accurate solutions with certain probabiltiy. For now, I am looking for the basic classical results, nothing too fancy or modern.

score 2 · Answer 1 · answered Jul 19 '11 at 22:50

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A classic reference for the theory of general linear models is Searle: Linear Models

@article{searle1971linear, title={Linear models}, author={Searle, SR}, year={1971}, publisher={Wiley Series in Probability and Mathematical Statistics} }

answered Jul 19 '11 at 22:50

wolf.rauch

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score 1 · Answer 2 · edited Apr 13 '17 at 12:44

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If your looking for basic statistics I recommend Khan Academy, they have an excellent series on the theory of regression lines. You can alson check out this thread about free statistical textbooks.

edited Apr 13 '17 at 12:44

Community

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answered Jul 19 '11 at 21:47

Max Gordon

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References about the theory of linear regression or regression in general

2 Answers2