“There are two things you are better off not watching in the making: sausages and econometric estimates.” - Edward Leamer
The quote comes from:
Leamer, Edward E, 1983. "Let's Take the Con Out of Econometrics," American Economic Review, American Economic Association, vol. 73(1), pages 31-43, March.
But he also says it, in spoken word, on this EconTalk podcast hosted by Russ Roberts.