The scientific method is the experimental testing of a hypothesis formulated after the systematic, objective collection of data. A scientist who studies our immune system phrased this idea very well:
 

I now appreciate how much I learn by being wrong. I can change my mind when confronted with a rational argument, without the need to have the change appear to be purely semantic or to hope it will pass unnoticed. What must it be like to be a priest, general, bureaucrat, lawyer, medicine person, or politician who is never permitted to be wrong? No wonder they learn so slowly. I am grateful to be in a profession where the realization of being wrong is equivalent to an increase in knowledge.

 
-Melvin Cohn. Ann Rv. of Immunology 12, 2 (1994)  

The scientific method is often divided into steps. This is helpful for putting the method into context, but keep in mind that the key element of the scientific method is testing the hypothesis. In other words, can you prove that you are wrong?
Observe the situation
Ask a question
Turn that question into a testable hypothesis
Predict the outcome of your experiment
Perform your experiment
Analyze the results
Evaluate your hypothesis

Evaluating science Mistakes made in applying the scientific method to real-world problems can result in unsupported, or even incorrect, conclusions. An example of a scientific conclusions based on insufficient scientific method recently occurred in the field of breast cancer research.  
Breast cancer is caused when normal cells change and produce a tumor. In a study published in the New England Journal of Medicine (336, 1269 (1997)), scientists from Norway studied the incidence of breast cancer in 25,624 women.
Participants gave details about their height, weight, diets, and exercise habits. The results showed an over all reduction of breast cancer by 37% for women who exercise regularly. Women who are lean and exercise at least 4 hrs per week showed the lowest... [continues]

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