Beth and I were discussing a statistics problem the other day, and it turns out that no one had ever explained to her how to do a multiple-variable linear regression. (Possibly because it doesn't come up all that often
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I've been reading Prof. Cosma Shalizi's course-notes from 36-402: Undergraduate Advanced Data Analysis at CMU. They are really excellent writeups!! The lecture on additive models, in particular, has been eye-opening about the shortcomings --- and oft-easy fixes, given that R and its ilk are widely available --- of linear regression.
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