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Statistical Models: Theory and Practice, by David A. Freedman
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This lively and engaging textbook explains the things you have to know in order to read empirical papers in the social and health sciences, as well as the techniques you need to build statistical models of your own. The author, David A. Freedman, explains the basic ideas of association and regression, and takes you through the current models that link these ideas to causality. The focus is on applications of linear models, including generalized least squares and two-stage least squares, with probits and logits for binary variables. The bootstrap is developed as a technique for estimating bias and computing standard errors. Careful attention is paid to the principles of statistical inference. There is background material on study design, bivariate regression, and matrix algebra. To develop technique, there are computer labs with sample computer programs. The book is rich in exercises, most with answers. Target audiences include advanced undergraduates and beginning graduate students in statistics, as well as students and professionals in the social and health sciences. The discussion in the book is organized around published studies, as are many of the exercises. Relevant journal articles are reprinted at the back of the book. Freedman makes a thorough appraisal of the statistical methods in these papers and in a variety of other examples. He illustrates the principles of modeling, and the pitfalls. The discussion shows you how to think about the critical issues - including the connection (or lack of it) between the statistical models and the real phenomena. Features of the book: • authoritative guidance from a well-known author with wide experience in teaching, research, and consulting • careful analysis of statistical issues in substantive applications • no-nonsense, direct style • versatile structure, enabling the text to be used as a text in a course, or read on its own • text that has been thoroughly class-tested at Berkeley • background material on regression and matrix algebra • plenty of exercises, most with solutions • extra material for instructors, including data sets and code for lab projects (available from Cambridge University Press) • many new exercises and examples • reorganized, restructured, and revised chapters to aid teaching and understanding
- Sales Rank: #244879 in Books
- Brand: Brand: Cambridge University Press
- Published on: 2009-04-27
- Released on: 2009-06-25
- Original language: English
- Number of items: 1
- Dimensions: 9.96" h x .94" w x 6.97" l, 1.50 pounds
- Binding: Paperback
- 458 pages
- Used Book in Good Condition
Review
"At last, a second course in statistics that is serious, correct, and interesting. The book teaches regression, causal modeling, maximum likelihood, and the bootstrap. Everyone who analyzes real data should read this book, and we are extremely fortunate to now have the revised edition."
Persi Diaconis, Professor of Mathematics and Statistics, Stanford University
"A pleasure to read, this newly revised edition of Statistical Models shows the field's most elegant writer at the height of his powers. While most textbooks hurry past core assumptions in order to explicate technique, this book places the spotlight on the core assumptions, challenging readers to think critically about how they are invoked in practice."
Donald Green, Professor of Political Science, Yale University
"For three decades, David Freedman has been the conscience of statistics as applied to important scientific, policy, and legal issues. This book is his legacy, and it is our great good fortune to have the new edition. It should be required reading for any user of multivariate models -- statistician or otherwise -- whose ultimate concern is not with statistical technique but rather with the substantive conclusions, if any, licensed by the data and the analysis."
James M. Robins, Professor of Epidemiology and Biostatistics, Harvard School of Public Health
"Statistical models: theory and practice is lucid, helpful, insightful and a joy to read. It focuses on the most common tools of applied statistics with a clear and simple presentation. This revised edition organizes the chapters differently, making reading much easier. Moreover, it includes many new examples and exercises. In summary, it is a nice and extremely useful addition to the statistical literature."
Heleno Balfarine, Mathematical Reviews
About the Author
David A. Freedman is Professor of Statistics at the University of California, Berkeley. He has also taught in Athens, Caracas, Jerusalem, Kuwait, London, Mexico City, and Stanford. He has written several previous books, including a widely used elementary text. He is one of the leading researchers in probability and statistics, with 200 papers in the professional literature. He is a member of the American Academy of Arts and Sciences. In 2003, he received the John J. Carty Award for the Advancement of Science from the National Academy of Sciences, recognizing his 'profound contributions to the theory and practice of statistics'. Freedman has consulted for the Carnegie Commission, the City of San Francisco, and the Federal Reserve, as well as several departments of the US government. He has testified as an expert witness on statistics in law cases that involve employment discrimination, fair loan practices, duplicate signatures on petitions, railroad taxation, ecological inference, flight patterns of golf balls, price scanner errors, sampling techniques, and census adjustment.
Most helpful customer reviews
61 of 61 people found the following review helpful.
Very well-written...very rigorous. Fairly conventional.
By Alexander C. Zorach
This book is a very well-written, but ultimately fairly conventional textbook on linear models in statistics. It offers a very clear elementary introduction to the mathematics of the material, with an emphasis on both applications and rigor. It is to-the-point and does not cover very much material, instead choosing to cover material thoroughly and demonstrate the application of the material in practical situations.
I have heard this book described as "skeptical". It is not unduly skeptical; the author is just being the way every statistician ought to be. Any statistician who is not "skeptical" in this sense is accepting sloppy work.
The writing style in this book is very clear. Freedman is an outstanding writer! The book makes use of a decent amount of linear algebra and other mathematical notation that can be difficult for people to get through, but Freedman provides a very gentle introduction to the notation both through the text and through exercises (broken into small pieces, with a smooth gradient of difficulty). If you take your time and work through the book, you will not find it difficult to read.
Still, this book is not the be-all and end-all of texts on statistical models. It is particularly lacking on philosophical depth when it comes to the mathematical theory. This book describes techniques that are common practice and teaches you how to use them properly and evaluate them critically. It does not probe very deeply into how or why these techniques were developed. It does not encourage the reader to question the techniques themselves or to create new techniques or new theory. In my opinion, this is a shortcoming worth mentioning.
Also, there are a wide variety of topics that this book seems to ignore. By ignore, I not only mean that it does not cover them but that it is written almost as if these subjects do not exist. These subjects include, among others, causal inference, Bayesian statistics, and decision theory. For example, the book accepts squared error loss as a given, and other options, such as mean absolute error loss leading to quantile regression, are not even mentioned. I think the author should at least acknowledge these other perspectives and branches of statistics, briefly discuss how they relate to the material covered in the book, and point the reader to other texts to cover such material.
Is this a good book? I see it on many peoples' shelves. Personally, I found it immensely useful for learning linear regression properly. It is outstanding for self-study and would make a good textbook as well. But it does not stand on its own, even if all one wants to learn is regression. For what it is, this book is simply amazing; know its limitations, however, before buying it.
88 of 91 people found the following review helpful.
The Best Statistics Book I've Seen
By N N Taleb
The Best Statistics Book I've Seen
I spent my life focusing on the errors of statistics and how they sometimes fail us in real life, because of the misinterpretation of what the techniques can do for you. This book is outstanding in the following two aspects: 1) It is of immense clarity, embedding everything in real situations, 2) It uses the real-life situation to critique the statistical model and show you the limit of statistic. For instance, he shows a few anecdotes here and there to illustrate how correlation between two variables might not mean anything causal, or how asymptotic properties may not be relevant in real life.
This is the first statistics book I've seen that cares about presenting statistics as a tool to GET TO THE TRUTH.
Please buy it.
Nassim Nicholas Taleb
37 of 38 people found the following review helpful.
NOW i get it
By Michele Abernathy
The formal reviews say this book is very well written. That is an understatement. Freedman uses plain English and interesting examples to explain the concepts behind the statistical jargon. This book is certainly good for those who will go on to advanced statistics and those who can read mathematical notation more easily than words. For those of us who need to apply the results of statistical studies but who do not wish to gain graduate degrees in statistics, Freedman gives us the background to understand studies we have to use, an understanding of whether regression is an appropriate model for specific situations, and the tools to ensure we are making appropriate comparisons. This book IS well written because it leads to understanding concepts rather than mechanical memorization.
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