One question that sometimes arises in doing statistical analysis is whether to use a sophisticated method that is (in one way or another) more appropriate than a more typical method. The reason for its appropriateness might be that the usual method violates assumptions (e.g. we should use robust regression rather than OLS regression in some cases), answers the question better (e.g. we might use quantile regression instead of OLS regression in some cases), or is more efficient.

But the reviewers and editors at a journal may not know of the new method and may have issues with it. It might even lead to the paper being rejected.

What are your thoughts on this?