Regression models for categorical and limited dependent variables

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by J. Scott Long

is a great book if you have a dependent variable that is not continuous. By covering a wide variety of regression methods (e.g. logistic, ordinal logistic, multinomial logistic, Poisson), Long makes us see the connections among them, and how to apply each. The mathematical level is moderate - this is not a Theorem Proof book, but rather an applied one.