It's called Qualitative Research
It is called Qualitative Research, as opposed to Quantitative Research (stats), and the people who can do it well (generally anthropologists and similar disciplines) are very smart and skilled. It's being used quite a lot in medical research as part of epidemiological studies (i.e. large scale health studies).
For example, you would do well to understand how people answer the questionnaires you give them - do they answer them in the way you think they do (and no, this is not a no-brainer, it can be a very subtle and difficult issue).
FWIW, I am not an anthropologist, but I am married to one :-)