jsalvatier comments on What are you working on? April 2011 - Less Wrong
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Are you planning on reading at least one Bayesian statistics book? Even if you don't plan on doing Bayesian statistics normally (for example, if you've got to share you work a lot), knowing Bayes stats is useful for understanding what other statistical approaches must approximate if they want to be useful. Bayesian stats also includes the very useful notion of Hierarchical Models. They're not taught in intro books (because it can be complex to fit them), but the concept is not hard to grasp from the various introductions on the internet.
Definitely planning to, but unsure if I'll have time before I leave for grad school to get more than a broad overview. On the other hand, writing this comment is making me explicitly aware of just how little time I have left, so hopefully time pressure effects will kick in to improve my productivity.