This comprehensive modern look at regression covers a wide range of topics and relevant contemporary applications, going well beyond the topics covered in most introductory books. With concision and clarity, the authors present linear regression, nonparametric regression, classification, logistic and Poisson regression, high-dimensional regression, quantile regression, conformal prediction and causal inference. There are also brief introductions to neural nets, deep learning, random effects, survival analysis, graphical models and time series. Suitable for advanced undergraduate and beginning graduate students, the book will also serve as a useful reference for researchers and practitioners in data science, machine learning, and artificial intelligence who want to understand modern methods for data analysis.

‘Remarkable in scope and clarity, this book masterfully traces the evolution of regression from classical linear modeling to its many modern descendants. Each chapter offers a lucid introduction to a distinct methodology, explained with precision and insight from a contemporary perspective. Complete with exercises and datasets, it will serve equally well as a textbook and an indispensable research resource.’

Edward I. George - The Wharton School, The University of Pennsylvania

‘Like Wasserman’s earlier All of … books, this new text is exceptionally clear and concise, offering broad coverage of an important topic. It’s an excellent resource for both teaching and as a handy desk reference highly recommended.’

Robert Tibshirani - Stanford University