I suppose most people take themselves too seriously, but I’ve been thinking specifically about how statisticians take themselves too seriously.
The fundamental task of statistics is making decisions in the presence of uncertainty, and that’s hard. You have to make all kinds of simplifying assumptions and arbitrary choices to get anywhere. But after a while you lose sight of these decisions. Or you justify your decisions after the fact, making a virtue out of a necessity. After you’ve worked on a problem long enough, it’s nearly impossible to say “Of course, our whole way of thinking about this might have been wrong from the beginning.”
My concern is not so much “creative” statistics but rather uncreative statistics, rote application of established methods. Statistics is extremely conventional. But a procedure is not objective just because it is conventional. An arbitrary choice made 80 years ago is still an arbitrary choice.
I’ve taken myself too seriously at times in regard to statistical matters; it’s easy to get caught up in your model. But I’m reminded of a talk I heard one time in which the speaker listed a number of embarrassing things that people used to believe. He was not making a smug comparison of how sophisticated we are now compared to our ignorant ancestors. Instead, his point was that we too may be mistaken. He exhorted everyone to look in a mirror and say “I may be wrong. I may be very, very wrong.”