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As the title says, I'm in an applied MS program. My linear regression and multivariate analysis courses were taught from a slightly more theoretical perspective, which I liked. I felt like it gave me a better understanding of why things are done the way they are, rather than just how to do it. Going forwarding and before entering a PhD program, I'd like to have more grounding in theory so I can answer questions like "why should the distribution be normal for this test?" etc... what are some good books to help set that more theoretical foundation? I'm applying to biostats PhD programs, if that helps narrow the search.
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