A promising vehicle for a smart government is the exploitation of the large amount of heterogeneous data that becomes available increasingly. The field of Big Data (BD) responds to this promise by leveraging the potentials of such data. In this paper, a systematic approach is adopted to argue why the use of BD, particularly for policymaking within smart government, is challenging. Wrongly interpreting BD-based models may impact individuals adversely and affect society negatively. Therefore, it is important to take care of a proper interpretation of BD models and their appropriate practical application. To this end, it is advocated adopting a glass box approach. The major building blocks of this glass box approach correspond to the data as the input for analyses, the algorithms to analyze the input data, and the models as the output of the analyses. Depending on the application at hand, each of these building blocks should be made transparent to an appropriate extent. The overall transparency (i.e., the outcome of the transparencies of these building blocks) should aim at making the output models understandable for policymakers so that they can assess the consequences of those models adequately when used for policy development. Further, policymakers should adopt well-thought-out strategies for using uncertain BD models responsibly. A framework is suggested to systematically specify (and address) the issues of achieving the glass box objectives and discuss the strategies needed for dealing with uncertain BD models.