enthumelon
Davison, Anthony Christopher. Statistical models. Vol. 11. Cambridge University Press, 2003.
James, Gareth, Daniela Witten, and Trevor Hastie. "An Introduction to Statistical Learning: With Applications in R." (2014).
当然还有MASS
Venables, William N., and Brian D. Ripley. Modern applied statistics with S-PLUS. Springer Science & Business Media, 2013.
还有GAM
推荐13,尤其是1.