I’ve been tracking several of these in the bigger journals for our local methods journal club.
Navigation for these pages isn’t always that well set up (many don’t seem to have a direct link to the specific section section) so many of these links below are to search functions on the journal pages (and can be a bit broader than the exact series). In case a caveat is needed, I haven’t appraised all of these!
Part A: Statistics series that specifically exist for pedagogical purposes.
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BMJ Statistics Notes: Martin Bland’s webpage lists all articles up to 2018 listed in chronological order on a single page (link to Statistics Notes on one page). These link through to the BMJ journal pages themselves. This is easier to navigate than the BMJ page (which only lists six articles per page!)
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JAMA Statistics and Methods which are usually two PDF pages, with a worked example. The ones I have read generally go into more detail than the BMJ Statistics Notes. (JAMA search-specific link)
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New England Journal of Medicine Statistics in Medicine series: note the following link is to their “Medical statistics” topic, which is broader than just this series, so I haven’t really worked out how many papers are in this series. (link to NEJM topic page for Medical Statistics)
Part B. Series for epidemiology-focused methods (I totally appreciate the arbitrary boundary between epidemiology and statistics for much of this material!)
- International Journal of Epidemiology “Education corner” IJE search-specific link
Part C. Other searchable methods series
There are a couple of Epidemiology journals that have methods-specific sections as well, though this isn’t quite what you were asking for: I’m just listing these here as I had them to hand.
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American journal of Epidemiology (link to AJE “Practice of Epidemiology”)
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International Journal of Epidemiology (link to IJE Methods focused papers)