Ebook: Linear Models with R (Chapman & Hall/CRC Texts in Statistical Science)

This volume is the best hands-on R book I could find which opens the door to lm() in R. The book is thin and the contents somewhat dense - there is no room for hand-holding: you need to learn the basics of R and statistical modeling elsewhere. But if you meet the prerequisites, buy the book, read it, and most importantly, TRY THE EXERCISES!

GOOD POINTS
- exercises (deserves 5+ stars for learning concepts with real data)
- short chapters, so you can quickly test your understanding via exercise
- chock full of R examples that you can try with library( faraway )

BAD POINTS
- proofs are not rigorous enough for mathematicians, but too dense for practitioners (who would prefer more intuition)
- helps if you have played with R a bit and understand basic statistics
- no answers to exercises