In many real-life problems, avoiding trouble can be at least as important as achieving optimality and is a necessary precondition anyway. Some guidelines are suggested for avoiding pitfalls throughout a statistical investigation. A range of real-life examples is presented to show how difficulties can arise in practice and how they may be overcome. These examples are unlike the idealized and sanitized illustrations that typically appear in the literature.
"Avoiding Statistical Pitfalls." Statist. Sci. 6 (3) 240 - 252, August, 1991. https://doi.org/10.1214/ss/1177011686