I don't agree with Spartan's analysis, or at least the part about training wheels. However, I do agree with some of what Jeremy says, or at least his story.
I considered this issue way back when I was starting this blog. I don't necessarily think an anonymous author is hiding anything per se. Rather, anonymity frees one from the constraints identity otherwise entails. Realistically that may not be such a good thing, especially if you're anonymity is subsequently abolished and people come to know who you are. Still, it does allow you to make your blog a lot more snarky. If that's your goal, then anonymity may suit your blog.
For me, anonymity was out. As I state somewhere else (linked above):
I want to share too much for it to remain anonymous. In addition, there really isn’t anything I want to say that I’m not willing to do so publicly, affixing my name and reputation.That's not to say I want every recruiter to find this site and thoroughly peruse it but if they do, I won't be embarrassed. I'm pretty confident I can defend everything I've posted, if I had to. That thinking also shows through in what I do choose to post since I try not to post anything I don't want to be questioned about or defend.