I saw earlier drafts of this when it was in preparation and they were great.
Jarek Harezlak, David Ruppert and Matt P. Wand. 2018. Semiparametric Regression with R. UseR! Series. Springer.
I particularly like the careful evaluation of variational approaches. I also very much like that it’s packed with visualizations and largely based on worked examples with real data and backed by working code. Oh, and there are also Stan examples.
From the authors:
Semiparametric Regression with R introduces the basic concepts of semiparametric regression and is focused on applications and the use of R software. Case studies are taken from environmental, economic, financial, medical and other areas of applications. The book contains more than 50 exercises. The HRW package that accompanies the book contains all of the scripts used in the book, as well as datasets and functions.
There’s a thorough site supporting the book with all the R code. R comes with its own warning label on the home page:
All of the examples and exercises in this book [Semiparametric Regression with R] depend on the R computing environment. However, since R is continually changing readers should regularly check the book’s News, Software Updates and Errata web-site.
You’ve got to respect the authors’ pragmatism and forthrightness. I’m pretty sure most of the lack of backward compatibility users experience in R is primarily due to contributed packages, not the language itself.
The new book’s based on an earlier book by an overlapping set of authors:
D. Ruppert, M. P. Wand and R. J. Carroll. 2003. Semiparametric Regression. Cambridge University Press.
Cost and Format
First the good news. You can buy a pdf. I wish more authors and published had this as an option. I want to read everything in pdf format on my iPad.
Now the bad news. The pdf is US$89.00 or $29.95 per chapter. The softcover book is US$119.99. The printed book’s a bit less on Amazon at US$109.29 as of today. I wonder who works out the pennies in these prices.
Here’s the Springer page for the book in case you want a pdf.
Sometimes the Columbia library has these Springer books available to download a chapter at a time as pdfs. I’ll have to check about this one when I’ve logged back into the network.