This fascinating quotation from Luther comes from his treatise Against the Heavenly Prophets. Is Christ our example? Not apart from His Word.
"We are of the opinion that it is not necessary to do or refrain from doing all that Christ has done or refrained from doing... We will admit no example, not even from Christ Himself, much less from other saints, for it must be accompanied by God's Word, which explains to us in what sense we are to follow or not to follow it. We do not consider works and examples adequate, indeed we do not want to follow any example: we want the Word, for the sake of which all works, examples, and miracles occur. For certainly He is sufficiently wise and articulate, and able to anticipate the future so as to indicate in words everything which is commanded or forbidden."
(Luther's Works, Vol. 40, pgs. 131-132)