Data Analysis Using Regression and Multilevel/Hierarchical Models 1st Edition
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Brad Carlin, University of Minnesota
"Gelman and Hill have written what may be the first truly modern book on modeling. Containing practical as well as methodological insights into both Bayesian and traditional approaches, Data Analysis Using Regression and Multilevel/Hierarchical Models provides useful guidance into the process of building and evaluating models. For the social scientist and other applied statisticians interested in linear and logistic regression, causal inference, and hierarchical models, it should prove invaluable either as a classroom text or as an addition to the research bookshelf."
Richard De Veaux, Williams College
"The theme of Gelman and Hill's engaging and nontechnical introduction to statistical modeling is 'Be flexible.' Using a broad array of examples written in R and WinBugs, the authors illustrate the many ways in which readers can build more flexibility into their predictive and causal models. This hands-on textbook is sure to become a popular choice in applied regression courses."
Donald Green, Yale University
"Simply put, Data Analysis Using Regression and Multilevel/Hierarchical Models is the best place to learn how to do serious empirical research. Gelman and Hill have written a much needed book that is sophisticated about research design without being technical. Data Analysis Using Regression and Multilevel/Hierarchical Models is destined to be a classic!"
Alex Tabarrok, George Mason University
"a detailed, carefully written exposition of the modelling challenge, using numerous convincing examples, and always paying careful attention to the practical aspects of modeling. I recommend it very warmly."
Journal of Applied Statistics
"Gelman and Hill's book is an excellent intermediate text that would be very useful for researchers interested in multilevel modeling... This book gives a wealth of information for anyone interested in multilevel modeling and seems destined to be a classic."
Brandon K. Vaughn, Journal of Eductional Measurement
"With their new book, Data Analysis Using Regression and Multilevel/Hierarchical Models, Drs. Gelman and Hill have raised the bar for what a book on applied statistical modeling should seek to accomplish. The book is extraordinarily broad in scope, modern in its approach and philosophy, and ambitious in its goals... I am tremendously impressed with this book and highly recommend it. Data Analysis Using Regression and Multilevel/Hierarchical Models deserves to be widely read by applied statisticians and practicing researchers, especially in the social sciences. Instructors considering textbooks for courses on the practice of statistical modeling should move this book to the top of their list."
Daniel B. Hall, Journal of the American Statistical Association
"Data Analysis Using Regression and Multilevel/Hierarchical Models is the book I wish I had in graduate school."
Timothy Hellwig, The Political Methodologist
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If the ratio was the other way around it would be worth 5 stars, but right now it's an exercise in frustration.
Since the first reading, I've been proselytizing this book to all my colleagues and our interns. Consequently, most now own it and use it frequently. Because I've loaned it out so much, I bought a second copy.
Why do I like it? Simply, I am a quantitatively capable person without much patience. I can't sit down for hours with Greene and feel like I've learned much. I need examples, good writing, arguments, and lots of practice data/code. This book has those things.
Who is this book not for? I'd not recommend it to people who get a lot out of mathematical statistics, engineers, and the like. If you enjoy formalism, you'll get frustrated at the authors' desire for practicality.
The book covers a lot of material, and so nothing is delved into very deeply. There is more than one section you will need to look elsewhere in order to supplement the one or two sentences dedicated to a topic.
You should be experienced with using R in order to get much out of the examples. For example, they use the arm library a lot, but never show in the code samples to load the library. If you've never used R (I have) then you might be lost. The most frustrating thing I'm finding is the data that accompanies the book. It is not documented and not formed to match the examples in the book. For example, the height and earnings data uses 1 and 2 classifications for sex, but I couldn't find it documented which one was for male and female. I little trial and error and I eventually figured it out. Little things like that don't make it easy to work with. The data comes in numerous formats too (Stata, DAT, asc) instead of a generic csv file.
The book covers both theoretical considerations and also practical matters of how to effectively use software tools (R and BUGS, although the material is easily adapted to JAGS and the new STAN tool).
Top international reviews
The book is unbalanced. The title has regression and multilevel models at equal footing, but much more space is devoted to the regression models. There are better textbooks on regression analysis. An introduction to multilevel models this book is not.
The book is poorly organized. The reader has to wade through rafts of examples, often taken from the rather mundane work in political science by the first author, to find the occasional, unclearly-marked methodological point.