Thank you for the informative video; I really appreciate you sharing it! Could you recommend any statistics or econometrics books that provide a foundational understanding of these different methods?
Sure, there are several I can recommend: - If you want to understand (generalized) linear models at a fundamental level, I really found 'Applied Regression Analysis and Generalized Linear Models' by John Fox very useful. - If you want to learn more about the application, 'Regression Modeling Strategies' by Frank Harrel is one of the highest regarded resources by many statisticians. - If you want to learn more about predictive modelling specifically (rather than statistical inference), and have an overview of what methods are out there and how they compare, then my go to recommendation is 'Elements of Statistical Learning' by Trevor Hastie, Robert Tibshirani, Jerome H. Friedman. The last one is available for free online as a PDF.
