It's rather formal. More natural would be "Do not say what you lack adequate evidence for", or "Do not say that which you lack adequate evidence for".

It's also a way of obeying the obsolete / dubious / mistaken rule "Never end a sentence with a preposition". You will note that both of Bill's alternatives end in "for". But as he also says it's perfectly good, grammatical English.

@PeterJennings That's literally only a followed rule of English in Jamaica. Funny story. If you want to hear it, reply and I'll move this to chat.

@gotube I looked up that "rule" here on ELL and over on EL&U and the answers all came down to "It's a made up rule that has no basis in standard English grammar". Apparently it's a hangover from Latin grammar (where it really is a rule) adopted by some 18th century grammar books but having no validity in English. Google it and read the first hit you get. By all means move this to a chat, I'd like to hear any funny stories.

@PeterJennings All that's basically true, but the details are hilarious. The story, as I understand it, is that there was a grammar (I believe called "The English Accidence" by Joshua Poole, but I can't find verification on that point) that was briefly popular in the mid 1600s. It included a rule about keeping prepositions in front of their objects, though without specifically mentioning not ending a sentence with one.

Having no previous concept of English, Jamaican learners absorbed the rule completely, and still today, speakers of Jamaican Standard English will twist sentences into a knot (from our perspective) to keep all prepositions in front of their objects. Poole (or whomever)'s utter grammatical fantasy became an ironic reality.