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Raemon comments on Rationality Market Research - Less Wrong
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You never engage period, or you think that it's a bad plan for market research in particular?
I generally don't bother people on subways because they'll be trapped with me for 10+ minutes, which can be uncomfortable/intimidating. I don't think it's as big an issue on an elevator. By the time they've determined that they don't want to talk to me, it's not much longer before they get off. I don't think the 30 seconds of awkward silence ruined the woman's day in the third-to-last example.
(I also just greet people in the elevator in general when I'm not doing rationality-market research. I generally get good responses, and when I don't I just shrug and let them be. I could be persuaded that this is overall bad-for-the-world, but I doubt it)
As for the actual market-research effectiveness, it'd take a lot of data to see if people tend to have different responses in elevators vs. on the street. I'd be interested in seeing the difference, but most of the responses I got on the elevator matched up with my assumptions about the types of responses I'd be getting.
I never initiate conversations with strangers in elevators period.
I can recall at least 3 times that I have initiated conversations with strangers on what passes for subways in the Bay Area (Bay Area Rapid Transit) during non-commute hours. It is always easy for a non-handicapped person on what passes for subways out here during non-commute hours to walk to the next train.