The blog has been neglected for quite some time. At the moment I am using it more or less as a public notepad, but comments are definately invited! However, I added a blogroll.
The book by Gelman and Hill on multilevel hierarchical models helped me quite a bit with regard to the topic of multilevel/hierarchical models and it is still very useful, especially the part about modeling multivariate normal distributions for random effects with MCMC.
Felix maintains quite an active and interesting blog with topics related to science, statistical methods and R.
John R. Kruschke is known for his book on doing Bayesian data analysis, as far as I know one of the first in the field for psychologists. A book review by Wolf Vanpaemel and Francis Tuelinckx appeared in the Journal of Mathematical Psychology.
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