"Regression and Other Stories" by Andrew Gelman is a practical guide for data scientists. Unlike many theoretical texts, Gelman's book is practitioner-oriented, with a focus on real-world applications. It includes code examples, relevant exercises, and dives into specific fields such as handling missing values, time series data, and causal modeling. The book methodically introduces basic methods, mathematics, and probability, starting with concepts like weighted averages, vectors, matrices, and probability distributions. A notable chapter is on simulations, emphasizing their importance in data science.
Gelman's book is structured to flow smoothly from one topic to the next, making complex topics accessible. It covers simulation techniques like resampling, bootstrapping, and Monte Carlo methods. The book also delves into regression modeling, providing practical applications rather than just theoretical knowledge. Topics such as cross-validation, AIC, Poisson and negative binomial regression, and zero-inflated data are thoroughly explored. Gelman, a Bayesian, views model fitting as understanding the underlying data generation process. The book concludes with practical tips for improving regression modeling, emphasizing the continuous improvement of models. It's a valuable resource for data scientists, enhancing their efficiency and proficiency in data utilization, especially in regression modeling.