I was flicking thru some papers I have printed in the last years and definetely Breiman’s is one of my favorite. A pragmatic and insightful reading for a new statistician (or data analyst if you prefer;)).

As I left consulting to go back to the university,these were the perceptions I had about working with data to find answers to problems:

(a) Focus on finding a good solution—that’s what consultants get paid for.
(b) Live with the data before you plunge into modeling.
(c) Search for a model that gives a good solution, either algorithmic or data.
(d) Predictive accuracy on test sets is the criterion for how good the model is.
(e) Computers are an indispensable partner.

Read more

Leo Breiman (2001), Statistical modeling: The two cultures, Statistical Science, 16:199-231 [pdf]