There is no safety in numbers. When data are gathered from a sample in which the selection criteria are unknown, many problems can befall the unwary investigator. This paper explores some of these problems and discuss some solutions. The principal example is drawn from data from students who choose to take the College Board's Scholastic Aptitude Test (the SAT). The authors explore methods of covariance adjustment as well as more explicitly model-based adjustment methods. Among the latter, Heckman's Selection Model, Rubin's Mixture Model, and Tukey's Simplified Selection Model are discussed. (18pp.)