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Many multiobjective analysis (MOA) methods differ greatly in what purpose they serve, their ease of use and validity, and the decisions they yield. This wide variety of available methods bewilders potential users, resulting in inappropriate matching of methods and problems and unnecessary user dissatisfaction. Experiments that apply different methods to the same problem can help dispell this confusion by clarifying how methods differ. Although such experiments have already been useful, better designed experiments that address neglected issues would teach us even more. Users of MOA methods are introduced to the knowledge that can be gained from MOA experiments. To illustrate the potentials and limitations of experiments, results from a comparison of MOA methods in power plant siting are summarized.