I would really like to see some activity concerning quantile regression. SAS's procedure, proc quantreg, is quite good and very fast, much better than what is in R with respect to performance, but the documentation is a bit sparse. There is no useful discussion about goodness of fit and what to do with various numbers that come along with the quantile regression and so far few user papers for guidance. My area is epidemiology which has done virtually nothing with quantile regression but I am finding it really, really useful, especially with respect to health outcomes and equality issues. What goes on in the tails of distributions is where the action is.

More spatial statistics would be useful. Especially more spatial Bayesian modeling along the lines of what WinBugs does.

This is a useful blog, so are the rest of the SAS blogs. Thanks! Best for 2012.