Only if you're using a consistent estimator. (Yes, that's a frequentist concept, but the same sorts of problems show up in a Bayesian context once you try to learn nonparametric models...)

On the other hand:

A little learning is a dangerous thing; drink deep, or taste not the Pierian spring: there shallow draughts intoxicate the brain, and drinking largely sobers us again.

Alexander Pope

A more general but less witty form of

It’s easy to lie with statistics, but it’s easier to lie without them.

–Fred Mosteller