In the web
- Statistical Modelling, Causal Inference and Social Sciences Andrew Gelman`s blog. Very interesting posts on general statistical modelling, Bayesian inference and visualization.
- The Julia Group Blog by Dr. AnnMaria De Mars. Nice focus on statistics and SAS.
- Cross Validated Part of the larger Stack Exchange community. Focus is on statistical questions (not software). Good to place to get excellent answers to all questions regarding statistics.
- Get R Popular open-source statistic software, which is becoming the standard language for statisticians especially in academia.
- The R Journal Learn about important developments and new packages.
- ggplot2 My favorite R package to generate plots.
- knitr Combine R and markdown to quickly generate nice reports. Easier to handle and learn than Sweave.
- Shiny Great tool to quickly wrap your R scripts into presentable web applications.
- R-bloggers Aggregator for blogs about R. Be aware of what is going on in the R community.
- JAGS JAGS is a program for the analysis of Bayesian models written in the BUGS language using MCMC. I recommend it for the elegant way in which you can model censored data and for the good interface to R.
- Stan Stan another MCMC software, which directly compiles model into C++ code. Combined with the usage of Hamiltonian MCMC it has the potential to outperform other alternatives. It is under very active development and probably the thing to look out for applied Bayesian modelling in the near future. Unfortunely, it does not work nicely with discrete distributions yet.
- SAS and R Demonstrated with real examples how to do the same analysis in both R and SAS.
- XKCD Webcomic that often tackles math, stats and science topics.
- Order of the Stick Great read for current or past D&D players.