I explore heterogeneous constructionism, my term for the perspective that science in the making is a process of agents building by combining a diversity of components. Issues addressed include causality and explanation; transcending both realism and relativism; scientists as acting, intervening, and imaginative agents; explanations that span many levels of social practice; counterfactuals in the analysis of causal claims; and practical reflexivity. An analogy from research on the social origins of depression and a sketch from my own experience in socioeconomic (...) modeling are used to motivate and render more concrete the form of heterogeneous constructionism I am advocating. (shrink)