practical regression books :)


No cake for spunky
I am going to get laughed at if any of the moderators reads this. :p

Over the years I have read a fair number of regression books. They are great for the theory of regression (if often beyond me). But I find myself dealing with issues that don't get addressed in such books much, and not in the literature either which is driven by experts of course.

For example, I am running an analysis of service delivery - what is the impact of services. Based on what I know of our services some of the results seem unrealistic. For instance some services reduce customer well being considerably which is not very likely in practice. I suspect some other variable not in the model is driving results, but there is no theory to build on in my field. Leaving out some of 49 control variables is necessary, this will change the slopes of course, how do I deal with that.

How you deal with this type of issue (this may be a bad choice because I suspect the answer will be find the variables left out)? I am trying to find regression books focused less on the theory written for experts and more geared to practitioners dealing with this type of uncertainty (and again the example I gave may not be ideal, its the type of problem I need to learn to address).

Chatfield in time series wrote an awesome book on that topic based on his experience as an analyst. Dealing with nuts and bolts problems you should concern yourself with and how to address them - for instance the use of expert judgement and limits on the data. I am looking for books like that in regression.