There are many books that are excellent sources of knowledge about individual stastical tools (survival models, general linear models, etc.), but the art of data analysis is about choosing and using multiple tools. In the words of Chatfield "...students typically know the technical details of regressin for example, but not necessarily when and how to apply it. This argues the need for a better balance in the literature and in statistical teaching between techniques and problem solving strategies." Whether analyzing risk factors, adjusting for biases in observational studies, or developing predictive models, there are common problems that few regression texts address. For example, there are missing data in the majority of datasets one is likely to encounter (other than those used in textbooks!) but most regression texts do not include methods for dealing with such data effectively, and texts on missing data do not cover regression modeling. | Regression Modeling Strategies by Frank E. Harrell, Jr., Paperback | Indigo Chapters