Regression toward the mean will occur if one chooses the lowest-scoring subjects in an experiment. Since the lowest-scoring subjects can be expected to have been unlucky and therefore have scored lower than their "true" scores, they will, on average, improve on a retest. This can easily mislead the unwary researcher. What if a researcher chose the first-grade children in a school system that scored the worst on a reading test, administered a drug that was supposed to improve reading, and retested the children on a parallel form of the reading test. Because of regression toward the mean, the mean reading score on the retest would almost certainly be higher than the mean score on the first test. The researcher would be mistaken to claim that the drug was responsible for the improvement since it would be expected to occur simply on the basis of regression toward the mean.

Consider an acutal study that received considerable media attention. This study sought to determine whether a drug that reduces anxiety could raise SAT scores by reducing test anxiety. A group of students whose SAT scores were surprisingly low (given their grades) was chosen to be in the experiment.