ricketson comments on Simpson's Paradox - Less Wrong
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Randomization of test subjects...
I've had this in the back of my mind for the past week, and finally put my finger on how this problem is solved in most experimental sciences. Sorry if I've overlooked part of the discussion, but the typical solution to this problem is to randomly assign subjects to the two groups in the experiment. That way, it is very unlikely that some underlying variable will distort the outcome in the way that the sex of the subjects did in the above example, where the women were concentrated in the A group and men in the B group.
Of course, you can't always randomize assignment to the control and treatment group, but you could in the example given (testing a medical intervention).