I wanted to post the above picture because this is advice I’m giving all the time. The asterisk on the lower right represents the scenario in which problems arise when trying to fit the desired complex model. The dots on the upper left represent successes at fitting various simple versions, and the dots on the lower right represent failures at fitting various simplifications of the full model. The dotted line represents the idea that the problems can be identified somewhere between the simple models that fit and the complex models that don’t.

Typically, we start at the upper left (with simple models we understand) and the lower right (the models we’re trying to fit), and we debug by moving from both ends toward the middle to find where things break down.

(from chapter 19 of the new book)