While All of Statistics is wonderful in its genre, it really isn't a good place to start to learn statistics. Firstly because it focuses very heavily on the the

While All of Statistics is wonderful in its genre, it really isn't a good place to start to learn statistics. Firstly because it focuses very heavily on the theory and contains very little on practical modeling. Secondly because the theory isn't even necessarily going to be very enlightening: frequentist statistics is a mathematical tour de force, using every possible hack you can think of to be able to draw statistical conclusions from nothing more than a few pen and paper calculations, but as a result frequentist theory won't actually give you any sort of deeper insight into the core theoretical foundations of probability and statistics. If you're new to statistics, try Allen Downey's http://greenteapress.com/thinkstats2/index.html http://greenteapress.com/thinkstats2/index.html or Brian Blais' http://web.bryant.edu/~bblais/statistical-inference-for-everyone-sie.html http://web.bryant.edu/~bblais/statistical-inference-for-ever.... Both are free. Then, go in depth on regression. Not just feeding in the numbers and getting back a fitted model, but actually knowing how everything works, what the common issues are, how to interpret the estimates and so on. Once you've got that down, read Regression Modeling Strategies by Harrell to go really in depth. Or if you're really just interested in prediction, Hastie and Tibshirani is wonderful of course.