"construct a theory" is a perfectly grammatical and usable phrase in written English.
You could use it in a variety of contexts, but one example might be: "In order to best understand and explain this phenomenon, we must first construct a theory."
In this paper we rely on the constructal law of maximization of flow access in order to construct a theory of geometry generation (selection, evolution) during molten droplet impact.
To me, at least, this seems like a thin reed on which to construct a theory of deniability for the Trump campaign and the Trump White House.
If you wanted to, you could perhaps construct a theory that the two films, placed together, trace America's postindustrial urban decline.
How exactly can one construct a theory of meaning without first saying what it is for a speaker to understand a language?
It is possible to construct a theory – unproven, I'd say – that he decided in his early teens that he wanted to be Prime Minister.
Whereas Frege sank into a deep depression, Russell set about repairing the damage by attempting to construct a theory of logic immune to the paradox.
Von Neumann and Morgenstern understood this distinction; to accommodate all players, whatever their goals, they constructed a theory of utility.
This was a first step in the still incomplete project of constructing a theory for optimal coding by spiking neurons.
In this book, David Welch seeks to answer this question, constructing a theory of foreign policy change inspired by organization theory, cognitive and motivational psychology, and prospect theory.
This paper constructs a theory model in order to study how entrepreneurial traits affect entrepreneurial orientation among the student community.
In constructing a theory for the precession of the equinoxes, for example, he was trying to build a model based upon very small, long-term effects.
