Linear Regression: A Mathematical Introduction

Regression analysis is one of the most widely and intensively used techniques of quantitative research in the social and behavioral sciences, economics, and the health sciences. It is used in any area of research where one is interested in studying the relationship between a variable of interest, called the response variable, and a set of predictor variables.

Damodar N. Gujarati presents linear regression theory in a rigorous but approachable manner, so that it is accessible to beginning graduate students in the social sciences. The technical discussion is provided in a clear and accessible style, with advanced discussion of some of the topics offered in the appendices to the various chapters. This book is a concise exploration of the subject, and includes end-of-chapter exercises to test mastery of the chapter content.