This is the book that I wish I had as I was learning regression analysis (econometrics). The book gives the practical aspects of regression analysis, most of which I learned from the mistakes I made in 21 years of conducting and interpreting regressions. Unique aspects of this book include:
(1) What holding other factors constant really means (with many examples);
(2) How to recognize when your model is biased;
(3) How your modeling strategy should depend on the objective of your regression;
(4) An ethical component of statistical analysis.
THIS WILL BE THE FUNNEST BOOK ON REGRESSION ANALYSIS YOU WILL EVER READ.
A video from nbcnews.com featuring my research and a 2018 interview.