Software-independent -- For those who need to do multiple or other multivariate regression, especially those doing clinical research or biostatistics. It also includes chapters on Propensity scores and Correlated observations:
A Question-and-Answer format helps make this book a great reference for all your Regression questions. Written for clinical research and biostatistics, but globally useful.
Software-inclusive -- For those using any software and doing multi-level or mixed models:
A practically-focused book covering a basic multi-level model, through generalized linear mixed models, with a comparison of and then complete example for each software.
These have code in R, and others as specified:
LEMMA: Learning Environment for Multilevel Methods and Applications - See course topics
Free (requires registration) course from the basics through multiple regression, then multiple types of multi-level models. Has exercises in MLwiN, Stata, and R. Assumes some prior knowledge, but has a pre-test and reviews much.
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