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Johnicholas comments on Case study: abuse of frequentist statistics - Less Wrong
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Tangent: I was a huge fan of Proofs and Refutations, which is about mathematics; is there a book of Lakatos's on the philosophy of science you would recommend?
I liked Proofs and Refutations a lot too. However, I'm ashamed to admit I have no special knowledge of Lakatos. All I know about his philosophy of science stuff (which I believe is closely related) is from his Wikipedia page (and Feyerabend's). Gelman's slides made the analogy with Lakatos explicitly.