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The mathematician and bio‐scientist Sam Karlin is quoted stating that "The purpose of models is not to fit the data but to sharpen the question". In this paper, we describe a journey between questions, models and data analysis to reach specific goals. This journey is typical in industrial, engineering, biology and social science applications. It contrasts regulated clinical research where a statistical analysis plan is declared before data collection. We consider random forests, ridge regression, lasso and elastic nets. To make our point, we use a case study of 63 sensors collected in the testing of an electronic system. The paper lists a sequence of questions and how they were tackled by statistical analysis to meet the analysis goal. Eventually, we were able to provide a robust parsimonious and effective model for predicting the system condition using a subset of the 63 sensors. In handling this problem, we develop and apply several innovative methods and insights that can prove useful in other contexts. [ABSTRACT FROM AUTHOR]