I’m thrilled to announce the release of my first ebook! *Regression Analysis: An Intuitive Guide for Using and Interpreting Linear Models*.

If you like the clear writing style I use on this website, you’ll love this book! The end of the post displays the entire table of contents! You can also download a Free Sample that includes the complete Table of Contents and the first two chapters. Go to My Store to download the ebook sample.

Over the course of this full-length ebook (338 pages), you’ll progress from a beginner to a skilled practitioner. I’ll help you intuitively understand regression analysis by focusing on concepts and graphs rather than equations and formulas. I use everyday language so you can grasp regression at a deeper level.

You will learn practical tips for performing your analysis and interpreting the results. Feel confident that you’re analyzing your data properly and able to trust your results. Know that you can detect and correct problems that arise.

Regardless of your background, I will show you how to perform regression analysis. Students, career changers, and even current analysts looking to take your skills to the next level, this book has absolutely everything you need to know for regression analysis.

## My eBook Covers A Lot About Regression Analysis!

In this ebook, you’ll learn many facets of regression analysis including the following:

- How regression works and when to use it.
- Selecting the correct type of regression analysis.
- Specifying the best model.
- Understanding main effects, interaction effects, and modeling curvature.
- Using continuous and categorical (nominal) variables.
- Interpreting the results.
- Assessing the fit of the model.
- Generating predictions and evaluating their precision.
- Checking the assumptions.
- Examples of different types of regression analyses.
- Downloadable datasets so you can try it yourself.
- Answers common questions and concerns I’ve encountered over the years!

I’ve literally received thousands of requests from aspiring data scientists for guidance in performing regression analysis. This book is my answer – years of knowledge and thousands of hours of hard work distilled into a thorough, practical guide for performing regression analysis.

You’ll notice that there are not many equations in this book. After all, you should let your statistical software handle the calculations so you don’t get bogged down in the calculations and can instead focus on understanding your results. Instead, I focus on the concepts and practices that you’ll need to know to perform the analysis and interpret the results correctly. I’ll use more graphs than equations!

Don’t get me wrong. Equations are important. Equations are the framework that makes the magic, but the truly fascinating aspects are what it all means. I want you to learn the true essence of regression analysis. I want you to understand the essential concepts, practices, and knowledge for regression analysis so you can analyze your data confidently. That’s the goal of my book.

I hope you’ll enjoy it! Table of contents are below!

Peter Rindom Koffeldt says

Thank you Jim!

I’m sorry… you’re absolutely right about the transition from Adj SS to Adj MS! My problem was primarily regarding the ‘Experience’-row, as both my ‘Regression’ and ‘Major’-row were the same as yours, but given your answer it must be, that the ANOVA-function of my program is coded wrongly.

I guess I have to figure out how my program is entering the values in its ANOVA-function or fiddle around with the function itself!

Thank for your time and, again, some fantastic intuitively books!

Have a great one! Sincerely,

Jim Frost says

You’re very welcome! I’d start by checking which baseline value your program is using for Major.

Peter Rindom Koffeldt says

Hey Jim!

Thanks for some awesome books!

In your regression book, I’ve found something unexplainable. On page 68 in your statistical output table for an ANOVA test using your categoricalexample.csv data, I believe the ‘experience’ row is way off regarding the numbers. The ASS and MSS is the same, which doesn’t make any sense and when you sum the ‘Major’ and ‘Experience’ rows regarding ASS and MSS it doesn’t add up to the ‘Regression’-value as expected.

In addition, I get something else when running the ANOVA myself regarding the ‘Major’-row.

Can you confirm this is a mistake in the book, or is my statistical knowledge/output/program just playing games with me?

Sincerely, Peter.

Jim Frost says

Hi Peter,

Thanks! I’m glad you’re enjoying the books!

Those are all great questions because you have an eagle eye and you’re going beyond understanding only the most commonly used output. Yes, those values are all accurate!

Regarding the Experience row. Keep in mind that the Adj MS value is simply the Adj SS/DF. For Experience, the degrees of freedom is 1. With 1 in the denominator, those two values will be equal!

At first glance, you’d expect the Adj SS values to add up to the total. However, keep in mind that these are the adjusted values, which means that they are calculated for each variable after all the other variables are entered into the model. Technically, they’re not even from the same model. The variables are the same but the order they’re entered into the model is different. For this example, the adjusted values for Experience are calculated after Major is entered in the model. The values for Major are calculated after Experience is entered.

That fact is often overlooked but it is a crucial aspect throughout regression. Remember that the interpretation for a coefficient is that it is the mean change in the DV given a one-unit change in the IV

after accounting for the effects of all other variables in the model. That’s true when you use the Adj SS, which is the standard procedure.I can’t be sure why your program is giving you different answers for Major. However, if I had to guess, I’d say it’s because it’s using a different reference level. For my example, I use Statistics as the reference level for Major. If your application is using a different reference level, you’ll get a somewhat different answer.

Thanks for writing!

Monica says

Hello! I was wondering what type of test you would recommend to analyse a categorical DV and two categorical IVs. All have 4 levels.

Godwin says

How do I reference your eBook & comments?

Jim Frost says

Hi Godwin,

Here’s the reference that I’m recommending. I’m actually in the process of adding the recommended citations into the books themselves for everyone’s convenience!

Frost, J. (2019). Regression Analysis, An intuitive guide for using and interpreting linear models. Statistics By Jim Publishing.

Sreeja says

Thank you Sir for the sample copy.

L Richards says

I’m interested in this book, does it cover poisson and negative binomial regressoin

Jim Frost says

Hi, I cover the conditions under which you’d use these types of regression but I don’t go through examples of them. This book is mainly about least squares regression, but I do talk about when to use other types and many of the same principles apply to them.

Randolf says

Hi Jim,

Thank you for sharing your knowledge through this blog. It’s really helpful!

I’d like to ask if you know the Wald test for testing equality of regression coefficients to compare regression coefficients between groups. Is it discussed in your new book? I submitted in a peer-reviewed journal a research article where I used multiple regression modelling in understanding the technology integration in science and mathematics teaching. I have two separate models for science and mathematics teachers. The reviewer wanted to know if the regression coefficients of the independent variables differ between the science and math teachers.

Thank you in advance.

Aly says

I’d like a paper copy (of both books) as well. If you print them, I will buy them. Thank you.

Getrude Tshuma says

Greetings Jim,

I love the simplicity and yet rich content of your e-books. I would like to make an order of some of them. Would you kindly email me your complete list. I will be grateful.

Getrude

Pam Hurn says

I have data of wildlife electrocutions on power lines (>300 events). The IVs of the individual electrocuted would be species, age, weight, rainfall on the day that the individual was electrocuted. I am looking to model that data to see which IV increases the model fit. But I am confused on how to input the DV as it appears to be yes to occurrence of the event, but there isn’t any other level such as no there wasn’t an event. So how do I code the DV? Thank you!

QIANG HENG says

Jim,

once we got regression curve through Minitab, with whatever model. is there any way we could extend such curve automatically in Minitab? for example, change range for independent variable.

Thanks.

Jim Frost says

Hi,

Typically, you don’t want to extend the curve beyond the observed data. It’s possible that the relationship changes beyond your observed dataset. Consequently, I don’t believe there is a way to extend the curve beyond the dataset in Minitab. You could graph the function using other software. However, again, be wary of trusting predictions beyond the range of observed data! That’s a highly suspect practice.

Apoorv Mehta says

Hi Jim,

What additional read does your book offer when compared with ISLR ?

Akhmad Bayhaqi says

Congrats on your book. I just visited your blog and find your explanation very clear and useful. Btw, do you also discuss about fixed effects regression in your book? Thank you.

Jim Frost says

Hi Akhmad,

Yes! In fact, because this is an introduction book to regression, all the effects are fixed effects. Mixed effects models are something that would be covered in a more advanced book.

Dileep Kumar Maurya says

Hello sir i started to learn data science i was searcing some good start for statistics after lot of googling i got today your website it is really good stuffs here. thanks for your hard work to share knowledge in layman term

Alice Pearl says

Hi Mr. Frost,

I hope this message finds you well.

Could you kindly response to this question?: is it problematic to conduct several different multiple regression models (something along data mining?) until the researcher finds a model to their liking? You hinted at this in your book and i hope you can clarify?

Jim Frost says

Hi Alice

Thanks for buying my ebook.

Yes, I cover that issue in my book. That’s known as datamining and takes advantage of chance correlations in the data. These chance correlations exist in your sample but don’t actually exist in the population. The concern for this problem increases when you trying fitting many models and then pick ones based mostly on statistical significance rather than letting theory guide you. Look in the book for the section about datamining. Also, in the section about how to specify the model, I write about the importance of letting theory guide you and not relying solely on significance.

I hope this helps!

Waqas says

Great book Jim,

Very intuitive and easy to read.

I just noticed a typo on page 73 where you used the subheading “The case of including it as a continuous variable ” twice.

Jim Frost says

Thank you, Waqas! I’m glad you’re enjoying the book!

I’ll fix the typo. Not sure how I missed that. Thanks!

Todd says

Hi Jim. What kind of a mathematical background do you need to grasp this book? Should I already have taken a statistics course? Or do I need calculus or what?

Jim Frost says

Hi Todd,

You definitely don’t need calculus. A tiny bit of algebra would be helpful for the context about equations for lines. A little knowledge about polynomials and transformations like the natural log might be helpful but not required. I explain them in the book.

A bit of basic statistical knowledge would also be helpful. Such as a basic understanding of p-values, hypothesis tests, confidence intervals, and correlation. Again, it would be helpful to start with some of that knowledge, but I do explain how those concepts apply to regression.

My book focuses on the practical usage of regression and understanding the concepts. It doesn’t focus on the equations behind how it works. There are a few equations where they help explain concepts. My goal is to get readers to be able to understand what regression analysis does, understand it conceptually, and then know how to use it correctly, identify and resolve problems, interpret the results, and defend the results.

In short, I don’t assume extensive knowledge about math or statistics. But, a few basics for both would be helpful.

Graciela Emilce Mena says

Buen día, me alegra saber que te ocupas de la interpretación de los datos de regresión, ese tema es el que más le cuesta a los estudiantes, lo veo con mis alumnos. Felicitaciones Jim! Saludos desde Jujuy, norte de Argentina. Graciela.-

Anoop says

You should sell this in Amazon! I am going to get this.

Jim Frost says

Thank you, Anoop!

David says

Hi Jim, could you please show the table of content of the book?

Jim Frost says

Hi David,

Thanks for writing. I just added screenshots of the complete table of contents at the end of this post (after the text but before the comments section).

You can also get a free sample of this ebook that you can find in My Store. This sample contains the full Table of Contents and the first two chapters.

Jamil Ahmad says

What’s difference between regression and ANOVA model ?

Anirban Mukherjee says

Thanks for clarifying Jim!

Anirban Mukherjee says

Hi Jim! Have you used any platform to show these concepts? Python or R or Matlab?

Jim Frost says

Yes, I use Minitab. However, the output I show will be recognizable to users of all other software (coefficients, p-values, ANOVA table, many graphs, etc.). This ebook is more about teaching how to use and interpret regression analysis, identifying and resolving problems, etc. rather than teaching a particular analytical package.

Bhavik Patel says

Hey Jim,

Any chance you could turn this into an actual paper book? I haven’t had much luck reading ebooks in the past. Thank you for contributions.

Jim Frost says

Hi Bhavik,

If there’s enough demand for a print version, I’ll create one in the future! Thanks for writing!

Sasha says

Hey Jim! Congrats on your fist book. Would you say it would be helpful for someone dealing with lots of econometrics? I would definitely appreciate some intuitive explanations for penalized linear regression methods, logistic regression interpretations and so on… 🙂 Thank you!

Jim Frost says

Hi Sasha, thank you! It is good for someone who is studying econometrics. In fact, going way back, my first experience with regression was in an econometrics class. However, I do not cover penalized linear models as that is more of an advance method. I do include an example of binary logistic regression, but not in-depth. Perhaps I can cover those more advanced topics in the a followup book!

Leonard says

Awesome! I can’t wait to read this book. I’ve been waiting for you to write a book for a long time now. You are, hands down, the best stats teacher I’ve ever come across. Where were you when I was struggling with this subject in university?!

Jim Frost says

Hi Leonard, thank you so much! Your kind words made my day! I hope you enjoy the book!

Jiri says

Dear Jim,

I’ve bought your book, at least as a support of your work that you are doing here on this website. Your posts are very useful and provide me answers that I cannot find in any books about regression analysis.

Best wishes,

Jiri

Jim Frost says

Hi Jiri, Thank you so much! I appreciate that tremendously! 🙂

Ciro A. Sanchez says

Hi Jim,

Congrats!!!

Jim Frost says

Thank you, Ciro!!

Eric says

First, congratulations!

Secondly, can users of other software find benefit from using your book to grasp the concepts and contents ?

Jim Frost says

Hi Eric,

Yes! The main goals of the book are to teach the concepts, best practices, model specification, interpretation, assumptions, problem solving, avoiding common traps, and so on for regression analysis. In short, I want readers to learn the

skillsfor using regression. These goals all apply to regression analysis regardless of the statistical software someone uses. One thing Idon’tdo is detail the procedures for performing all of this in Minitab. That’s not the focus. The Minitab output I show should be relatable to users of other statistical software packages. Lots of graphs. And output tables that are similar to other applications such as ANOVA, coefficients, goodness-of-fit, etc.In my book, I use the same approach that I use throughout my blog posts. So, those should give you a good idea of what to expect.

psychnstatstutor Chart your course to success says

Congrats! Such an achievement

Jim Frost says

Thank you!

Ratnadeep Sharma says

As a student, I prefer to study through books. So please let me know when the print version is available. And of course come to India once again, Sir. We will be happy to see you.

Jim Frost says

Hi Ratnadeep, if there’s enough demand for one, I’ll create a print version in the future. Thanks for writing!

Chuck Wynn says

Hi Jim! Congratulations on your new book! Looking forward to getting it!

Are there any plans to publish it in print as well?

Jim Frost says

Hi Chuck,

Thank you and thanks for ordering it!

If there’s enough demand for a print version, I’ll create one in the future. It’ll involve a bunch of work on my part to get that ready.

Howard says

Hello Jim.

Please what kind of program do you use in this book to perform your Regression Analysis? I am hoping for STATA. ☺

Jim Frost says

Hi Howard,

I use Minitab throughout the book. I do like the idea of creating companion books for different software packages.

Neil says

Looks great – I’ll certainly buy a copy today as your way of explaining statistics has been a lifeline on so many occasions during my PhD.

Congratulations on your first book – a massive achievement!

Jim Frost says

Hi Neil,

Thank you so very much for your kind words. I’m glad to have been of assistance on your journey to a PhD!

BWR Damayanthi says

Hi Jim, I am a lecturing econometrics. How long will it take to get the book if I pay now

Jim Frost says

Hi,

It’s an ebook so you can download it immediately!

Rajesh Jayachandran says

Hi Jim,

I am your great fan of statistics.

You explanation level is awesome.

Happy to hear about your ebook.

Hearty wishes to you.

Rajesh J

Jim Frost says

Hi Rajesh,

Thank you so much! I really appreciate your kind words!

Best wishes for you as well.

salwa mousa says

Congratulations

Jim Frost says

Thank you, Salwa!

meraj98 says

Hi Jim,

Congratulations!

Jim Frost says

Thank you very much!! 🙂

Ratnadeep Sharma says

Hello Jim Sir, I am a post graduate student from India. Your blogs helped me a lot to understand lots of complex topics. I hope the book will also serve the same purpose. I need this book. Kindly let me know the price in Indian currency.

Jim Frost says

Hi Ratnadeep,

I’m so happy to hear that you found my blog to be helpful. I strive to make complex topic easier to understand. I use this same approach in my book as I do in my blog posts, so I think you’ll like it!

I Googled a currency converter and found that the book is 627 Indian Rupees.

By the way, I’ve had the pleasure of traveling to India several times and loved it! 🙂

ADIL RESHI says

Congrats..I was eagerly waiting for your book.Is it available on Amazon

Jim Frost says

Hi Adil,

Thanks you! Currently, it’s only available for sale on my website. Were you looking for a print version?

Ishita says

Is this available in hard copy too ?

Jim Frost says

Hi Ishita,

It’s not currently available in hard copy. However, if there are enough requests, I might create a physical book version in the future.

Thanks for asking!

John- Harold says

Congrats! Will get my copy soon and hope to recommend it to my students

Jim Frost says

Thank you!

Hemant says

Congratulations🎉🎊

Jim Frost says

Thank you, Hemant!

SHENG-LUEN CHUNG says

I love your style in explaining statics. Nice to see the eBook now in my laptop.

Thanks for the great work.

Jim Frost says

Hi Sheng-Leun,

Thank you so much! Both for the kind words and buying the ebook. 🙂

Enjoy!

Tesfakiros Semere says

Very nice to see this. Eager for it and will by soon

Jim Frost says

Thank you, Tesfakiros! I really appreciate that! 🙂