"If you torture the data long enough, it will confess to anything."

The other day, I came across a fabulous line in an economics essay by +Hal Varian, attributed to unknown econometricians: "If you torture the data long enough, it will confess to anything." (He quoted it in his Richard Ely Lecture, "Computer Mediated Transactions", http://www.aeaweb.org/articles.php?doi=10.1257/aer.100.2.1), which is a very thought-provoking essay (but alas, available to AEA members only).

Apparently, though, per +Parker Higgins (@xor), it was Ronald Coase who originated the line, in a slightly more abbreviated form. Per wikipedia https://en.wikipedia.org/wiki/Ronald_Coase#Quotations, it appeared in Gordon Tullock, "A Comment on Daniel Klein's 'A Plea to Economists Who Favor Liberty'", Eastern Economic Journal, Spring 2001, note 2 (Text: "As Ronald Coase says, 'if you torture the data long enough it will confess'." Note: "I have heard him say this several times. So far as I know he has never published it.")
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