This is a very nice introduction to modeling with linear models. The author does a great job of introducing both simple and complex concepts. A nice feature of this book is the use of actual datasets to observe concepts from the book. Readers unfamiliar with this book can see what others have said here.
To learn this material as well as possible I'm working through the book's exercises and wrote up solutions as I went along. This is a work in progress that currently includes solutions to questions in Chapters 1-5 (inclusive). You can find the computational exercises (without explanations) for free in the links below.Code For Various Chapters: