Despite recent close attention to issues related to the reliability of psychological research, issues of the validity of this research have not been considered to the same extent. This paper highlights an issue that calls into question the validity of the common research practice of studying samples of individuals, and using sample-based statistics to infer generalizations that are applied not only to the parent population, but to individuals. The lack of ergodicity in human data means that such generalizations are not (...) justified. This problem is illustrated with respect to two common scenarios in psychological research that raise questions for the sorts of theories that are typically proposed to explain human behavior and cognition. The paper presents a method of data analysis that requires closer attention to the range of behaviors exhibited by individuals in our research to determine the pervasiveness of effects observed in sample data. Such an approach to data analysis will produce results that are more in tune with the types of generalizations typical in reports of psychological research than mainstream analysis methods. (shrink)