Next, concoct plausible explanations for your new, statistically significant anomaly. ... Under no circumstances should you test these explanations... In other words, your explanations, though plausible, are false. The result is probably due to random variation. This should not discourage you from completing your article. Write up your doubts in a separate note several months later.

Finally, check the literature to make sure your idea is original. If it isn’t, which is likely, mention your predecessor prominently in your acknowledgments, and include a footnote in which you pick a few nits.