In the data world today, “big” dominates. But sometimes you don’t need big. You need a small dose of exactly the right data. Data that bear precisely on the question at hand, that you understand deeply, and that you can trust. If such data are already at hand, great. But frequently they are not. And then, nothing beats a well-conceived, -designed, – controlled, -executed, and -analyzed experiment. Companies need to make sure experimentation is included in their “data toolkits,” learn when to use it, and develop the skills to conduct effective experiments.