If you want to study the underlying math and stats for Linear Regression and Generalized Linear Models, you can try Applied Regression Analysis and Generalized Linear Models by John Fox. It starts with some basic stuff of data analysis, but it gets in-depth regarding LR and GLMs.
Applied Regression Analysis and Generalized Linear Models https://www.amazon.com/dp/1452205663/ref=cm_sw_r_cp_api_glt_fabc_NT5C3BXQX67GKQK71KFE he also has an R companion for the same book