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).