My Ph.D. training is mostly in applied mathematics. I'm interested in learning materials of linear statistical models, especially their applications in data science or statistical machine learning. Is there a good reference book to start with?
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2 - $\begingroup$ Closely related: Textbooks on linear regression with least squares & The reference book for statistics with R – does it exist and what should it contain? $\endgroup$gung - Reinstate Monica– gung - Reinstate Monica2021-06-09 19:56:25 +00:00Commented Jun 9, 2021 at 19:56
- 1$\begingroup$ Does this answer your question? Textbooks on linear regression with least squares $\endgroup$Thalassophile– Thalassophile2021-06-10 05:11:07 +00:00Commented Jun 10, 2021 at 5:11
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The Elements of Statistical Learning is probably a very good starting point if you are going to be working in machine learning and/or data science.
Friedman, J., Hastie, T., & Tibshirani, R. (2001). The elements of statistical learning (Vol. 1, No. 10). New York: Springer series in statistics.
This is also available free online, and has many further references.