How to Do Statistical Research

The strategy: “develop theory/model/method, seek application" is a bad start in statistical research problems. If you seek an application after developing any theory, you don’t ask, “What is a reasonable way to answer this question, given this data, in this context?” Instead, you ask, “Can I answer the question with this data; in this context; with my theory, model, or method?” Who then considers whether a different (perhaps simpler) answer would have been better? Here is Terry Speed discussing this issue:

http://stattrak.amstat.org/2013/06/01/how-to-do-statistical-research/