被动的数据收集在统计建模中产生许多问题。在响应变量中观察到的变化也许跟在个体 因子 （过程变量）中观察到的变化有关，但不是由其引起的。多个因子的同时变化可能产生交互作用，难以分成独立的效应。观测值可能是相关的，而数据模型却认为它们是无关的。

经过设计的试验可以解决这些问题。在经过设计的试验中，会主动操控生成数据的过程，从而提高信息的质量并消除冗余数据。所有试验设计的一个共同目标就是既要尽可能少地收集数据，又要为准确估计模型参数提供足够的信息。

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