Reddit mentions of Regression Modeling Strategies: With Applications to Linear Models, Logistic Regression, and Survival Analysis (Springer Series in Statistics)

My advice would be to find a dataset for yourself that you wish to analyse in some manner and work through that using the references you have and Stackoverflow to search for solutions to problems you encounter (and asking when you can't find a solution).

This is because, in my experience, most exercises are canned and have perfect working solutions provided, yet when you get to the real world working on your own data things are never perfect and you will have a lot of problems to solve.

One very useful thing I can recommend is to start learning how to use Knitr as a basis for making your work-flow from importing data through to producing reports (in LaTeX or HTML via R markdown) completely reproducible.

A couple of useful references though are the following books which all have R examples...

• Regression Modelling Strategies (also has the rms package
  
• An Introduction to Statistical Learning with Applications in R <- Free PDF version
  
• Elements of Statistical Learning <- Free PDF version (more in-depth than Intro to Stats Learning).
  
  The authors of the last two books do an online course Statistical Learning based on the Intro to Stat Learning book if you want to work through a course. I did this last year but am yet to put much of it into practice yet (and consequently have forgotten the majority of it, but the PDFs linked above will be very useful when I get round to using the methods).