<p>Scientists seek to understand the causes of observed phenomena. Beliefs that they have succeeded are based on understanding that is rarely or possibly never complete, and varies in depth and quality. Most often scientists believe they understand more than they do, making their belief an illusion. This illusion then persists in explanations scientists provide in print, in talks, or in discussions. The illusion that a scientist has a valid and complete explanation tends to be magnified when the data are well described by mathematical and computer simulation models due to the precision of such models and their ability to predict well; prediction does not imply causality, but gives the illusion that it does. The first part of this essay supports the case for the universality of partial and incomplete levels of understanding by showing the difficulty of reaching a deep level of understanding for even a simple analysis and model that most scientists use and believe they understand: linear regression. The second part highlights some implications of the existence of many levels of understanding and explanation, and their use by scientists for design, testing, analysis, and theory development. It discusses the way that deduction and induction depend on the levels of understanding and the implications of the illusion that a scientist’s understanding is deep. It makes a case that the many incomplete levels of understanding affect, often unwittingly, the ways scientists design experiments, test theories, comprehend, communicate, and teach.</p>