<p>Enormous attention and resources are being devoted to the quest for artificial general intelligence and, even more ambitiously, artificial superintelligence. We wonder about the implications for methodological research that aims to help decision makers cope with what econometricians call <i>identification problems</i>, inferential problems in empirical research that do not diminish as sample size grows. Of particular concern are missing data problems in prediction and treatment choice. Essentially all data collection intended to inform decision making is subject to missing data, which gives rise to identification problems. Thus far, we see no indication that the current dominant architecture of machine learning-based artificial intelligence (AI) systems will outperform humans in this context. In this paper, we explain why we have reached this conclusion and why we see the missing data problem as a cautionary case study in the quest for superintelligence more generally. We first discuss the concept of intelligence, focusing initially on some work by AI researchers, before presenting a decision-theoretic perspective that formalizes the connection between intelligence and identification problems via the general ability to specify a realistic state space. We next apply this perspective to two leading cases of missing data problems. Then we explain why we are skeptical that AI research is currently on a path toward machines doing better than humans at solving these and other identification problems.</p>