In the annals of hack literature, it is sometimes said that if you aim to write best-selling crap, all you’ll end up with is crap. To truly produce best-selling crap, you have to have a conviction, perhaps misplaced, that your writing has integrity. Whether or not this is a good generalization about writing, I have seen an analogous phenomenon in statistics: If you try to do nothing but model the data, you can be in for a wild and unpleasant ride: real data always seem to have one more twist beyond our ability to model (von Neumann’s elephant’s trunk notwithstanding). But if you model the underlying process, sometimes your model can fit surprisingly well as well as inviting openings for future research progress.