Table of contents : 1.Introduction 2.Estimation 3.Inference 4.Prediction 5.Explanation 6.Diagnostics 7.Problems with the Predictors 8.Problems with the Errors 9.Transformation 10.Model Selection 11.Shrinkage Methods 12.Insurance Redlining —A Complete Example 13.Missing Data 14.Categorical Predictors 15.One Factor Models 16.Models with Several Factors 17.Experiments with Blocks 18.About Python