Sherlock Holmes and Working with No Data

I came across this great quote from Sherlock Holmes (via Arthur Conan Doyle, The Adventures of Sherlock Holmes, "A Scandal in Bohemia") that aptly describes the dangers of speculating, theorizing, and developing conclusions before we have enough data to base them on. Holmes has received an unusual letter and shared it with Dr. Watson. Here is their exchange:

"This is indeed a mystery," I remarked. "What do you imagine that it means?"

"I have no data yet. It is a capital mistake to theorize before one has data. Insensibly one begins to twist facts to suit theories, instead of theories to suit facts...."

Ever read a scholarly argument passionately demonstrating how the data are not, in fact, in conflict with the theory, despite appearances?