Frank Harrell writes a lot of great stuff and his answers on the Cross Validated Stack Exchange site are worth just reading even if you didn't think you wanted to ask the question they reply to.

His blog, http://www.fharrell.com, also contains interesting posts.

I recently read Seber and Lee, Linear Regression Analysis, and highly recommend it.

https://www.amazon.com/Linear-Regression-Analysis-George-Seb...