This is a methodological critique of research by the Best Practice in Grouping Students (BPGS) project claiming teacher bias in allocating students to first-year secondary school mathematics teaching sets ("British Educational Research Journal," 45(4), 873-897 [EJ1223692]). The research assumes that bias could be shown by non-random relationships between 'misallocations' to sets and memberships of gender, ethnic and/or socio-economic subgroups. This paper questions the authors' prescriptions for correct set placements and demonstrates two ways in which non-random relationships between subgroup memberships and (alleged) misplacements could be generated despite all students with similar scores within a school being given the same chance of a set position deemed correct by the researchers. It suggests that the BPGS project results are largely artefacts of their evaluation approach. No claim is made herein that teacher bias plays no part in set allocation, merely that, if it does, the approach by Connolly et al. could not evidence it. A lesson from the critique is that, before drawing inferences from data aggregated from diverse clusters, it is wise for researchers to investigate the way the data are generated at source and patterned by aggregation.