Data is the most rewarding for discovery, but it has the least returns

Analyzing data is incredibly engaging, as it demonstrates how things truly operate in the real world. You'll discover that the actual world is far more complicated than what most theories suggest. It's less predictable and doesn't conform to theoretical expectations.

Nonetheless, the challenges of collecting genuine data aren't widely recognized. Instead, theoretical contributions are valued more. It's crucial to consider the costs and efforts of obtaining this data compared to the impact it will have on others.

The process of gathering and analyzing data rarely leads to theoretical contributions. Sadly, it's the theoretical aspect that receives attention, rather than the discoveries made through data analysis.