In a recent article in the New York Review of Books, Freeman Dyson quotes Richard Feyman:
No problem is too small or too trivial if we really do something about it.
This reminds me of the saying, “God is in every leaf of every tree,” which I think applies to statistics in that, whenever I work on any serious problem in a serious way, I find myself quickly thrust to the boundaries of what existing statistical methods can do. Which is good news for statistical researchers, in that we can just try to work on interesting problems and the new theory/methods will be motivated as needed. I could give a zillion examples of times when I’ve thought, hey, a simple logistic regression (or whatever) will do the trick, and before I know it, I realize that nothing off-the-shelf will work. Not that I can always come up with a clean solution (see here for something pretty messy). But that’s the point–doing even a simple problem right is just about never simple. Even with our work on serial dilution assays, which is I think the cleanest thing I’ve ever done, it took us about 2 years to get the model set up correctly.
As the saying goes, anything worth doing is worth doing shittily.