Popular wisdom regarding experimentation has always been to "vary just one thing at a time, keeping the others as constant as possible". Fisher argued to the co

Popular wisdom regarding experimentation has always been to "vary just one thing at a time, keeping the others as constant as possible". Fisher argued to the contrary, that we should (systematically) try as many variations as possible simultaneously. Simpson's paradox (and perhaps the similarly counter-intuitive Berkson's paradox) are the reason why: when analysing just one variate at a time, we risk seeing relationships that aren't there, or run counter to what we are trying. Proper multifactor analysis that accounts for all variations simultaneously is required to learn about complex phenomena.