What is your favorite statistical quote?  

This is community wiki, so please one quote per answer.  


  All models are wrong, but some are useful. (George E. P. Box)


Reference: Box & Draper (1987), Empirical model-building and response surfaces, Wiley, p. 424.

Also: G.E.P. Box (1979), "Robustness in the Strategy of Scientific Model Building" in Robustness in Statistics (Launer & Wilkinson eds.), p. 202.
