I have no data yet. It is a capital mistake to theorize before one has data. Insensibly one begins to twist facts to suit theories, instead of theories to suit facts.

Arthur Conan Doyle (1859–1930) British writer and physician
Story (1891-07), “A Scandal in Bohemia,” ch. 1 [Holmes], The Strand Magazine, Vol. 2, No. 1
    (Source)

Collected in The Adventures of Sherlock Holmes, No. 1, ch. 1 (1892).

Holmes uses a similar phrase in The Sign of the Four (1890).