how to do statistical research.pdf

6 . IMS Bulletin Volume 34 .Issue 1 Statistical research, for me, usually begins with either trying to ?nd a half-reasonable to a question, where I have found no prior approach exists, or trying to ?nd a 60% reasonable answer based on something that is already half-reasonable. In brief, doing something where there is currrently noth - ing, or doing a little better, where there is currently something. If what already exists is pretty good, I’ll use it. This takes place in a context (data, questions). I lost interest in context-free statistical research long ago, partly because any “standard” or “routine” method, model, tool or technique is likely to need modi?ca - tion or extension, in a new context. Therein lies the chance to do some research, if that interests you. If not, use something “o?- the-shelf”, and hope it does the job. (In my experience, ?nding out whether a given method, model, tool or technique does the job is frequently a research problem itself.) If there is no “standard” or “routine” method, model, tool or technique, go for it, and hope nobody notices till you are done! A strategy I discourage is: “develop theory/model/method, seek application”. Developing theory, a model or a method suggests that you have done some con - text-free research; already a bad start. The existence proof (is there a problem?) hasn’t been given. If you then