"It is not in the stars to hold our destiny but in ourselves."

That's a Shakespeare quote. Not sure if this is exactly what he had in mind, but I think it's a great reminder not to get so crazy over small p values that you forget to think about the actual coefficient estimates. Look at the numbers! Do they make sense? Are they believable? Of course, the best case scenario is that the coefficient estimate makes sense and there are a bunch of stars next to it, but when that doesn't happen, read this. Whatever you do, don't stand up in front of reasonably smart people and try to convince them that some crazy, unbelievably big estimate is the right one just because you used an IV. Chances are that the "too big to be believable" estimate is a direct result of using a bad IV.

For now, let me leave with you another quote...