When things don’t work/go wrong and you can’t work out why! It can be very frustrating and you can spend a long time trying to fix it. Ultimately though, sometimes in science things just don’t work so you have to leave it and move on which doesn’t always feel great.
Also if you work in academia funding is a real issue as @Mary has said!
Perseverance and transparency! Science requires a systematic approach to collecting information and analysing/interpreting that information. It can take patience and a commitment to do things correctly and keep good notes so everyone can see what was done and why. If you are in a hurry this can be hard. It is worthwhile though to protect anyone who has taken part in our research and also to make sure we can trust our results!
Dealing with rejections and failed experiments is probably the hardest one, but every job has stumbling blocks and some risk of failure. If you like what you do, and if you have help from others, even the hardest thing can become manageable.
For me it’s probably my code not working, so I spend a whole day trying to work out why and it turns out to be the smallest thing. You can’t make any errors when it comes to making software for diagnosing something that may affect a patient’s life, so you have to make sure anything you find is ‘real’!
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