Andrew Gelman Libri

Data Analysis Using Regression and Multilevel/Hierarchical Models is a comprehensive manual for the applied researcher who wants to perform data analysis using linear and nonlinear regression and multilevel models. The book introduces a wide variety of models, whilst at the same time instructing the reader in how to fit these models using available software packages. The book illustrates the concepts by working through scores of real data examples that have arisen from the authors' own applied research, with programming codes provided for each one. Topics covered include causal inference, including regression, poststratification, matching, regression discontinuity, and instrumental variables, as well as multilevel logistic regression and missing-data imputation. Practical tips regarding building, fitting, and understanding are provided throughout. Author resource page: http: // www.stat.columbia.edu/ gelman/arm/

This book serves three key roles: as an introductory text on Bayesian inference from first principles, a graduate-level guide on current Bayesian modeling and computational approaches, and a practical handbook for applied statistics users and researchers. While the early sections are introductory, the content is not elementary and requires a foundation in basic probability, statistics, elementary calculus, and linear algebra. Chapter 1 provides a review of probability notation and outlines the assumed knowledge. The book emphasizes practical applications, recognizing that readers should have experience in probability, statistics, and linear algebra with a strong computational focus. Merely presenting an introductory text would leave readers lacking guidance for real-world applications, especially where Bayesian methods align with traditional non-Bayesian analyses. Conversely, introducing advanced methods without foundational concepts would be inadequate. The text includes a variety of worked examples from real applications to illustrate current Bayesian methodologies. To maintain clarity, bibliographic notes are provided at the end of each chapter, along with a comprehensive list of references at the conclusion of the book.