Did Arthur Conan Doyle say “It is a capital mistake to theorize before one has data”?

Did Arthur Conan Doyle say “It is a capital mistake to theorize before one has data”?

Found word for word. Yes. The text appears in works attributed to Arthur Conan Doyle. Source and location below.

"I have no data yet. It is a capital mistake to theorize before one has data. Insensibly one begins to twist facts to suit theories, instead of theories to suit facts. But the note itself. What do you deduce from it?"
The Adventures of Sherlock Holmes — Arthur Conan Doyle, ¶31 · Public domain (US), Project Gutenberg #1661 · source

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