What statistical research blogs would you recommend, and why?
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Statistical Modeling, Causal Inference, and Social Science from Andrew Gelman is a good blog.
The Endeavour sometimes features statistics posts. Otherwise it is mostly around the interplay of computer science and math.
In addition to those already mentioned, I like Rob Hyndman's blog:
I guess he's too modest to mention it himself! ;-)
Cosma Shalizi's blog, often talks about statistics, and is always interesting.
We're looking for long answers that provide some explanation and context. Don't just give a one-line answer; explain why your answer is right, ideally with citations. Answers that don't include explanations may be removed.
Luckily now you don't have to spend too much effort finding good blogs. Stats Blogs is a relatively new aggregator which compiles a collection of blogs focused on statistics. A lot of the blogs mentioned are aggregated there.
This blog mixes basic concepts of statistics, everyday life and research. A must-read.
FlowingData is a good read, with an emphasis on data visualization
Statistical Ideas at email@example.com for a mix of applied finance and theory.