The Will Rogers phenomenon is what happens when you move one observation from one group to another and the averages of both groups rise. Suppose a person slightly below average moves from a higher-scoring group into a lower-scoring one: the lower group's average goes up, and the higher group's average also goes up because the weakest member has left. The overall average stays the same, since it is a weighted mix of the two. The name comes from a joke attributed to the comedian Will Rogers about Dust Bowl migrants from Oklahoma who moved to California, although versions of the joke with other places were in circulation for years before Rogers' name was attached. The effect is a real statistical pattern that appears whenever groups are reclassified.

In 1909 D. W. Griffith made a 14-minute film about a speculator who corners the wheat market and doubles the price of bread. A farmer sows his field while a 'Wheat King' gambles in the Chicago wheat pit; bakers raise the loaf from five cents to ten and the poor line up for bread. Griffith cut back and forth between the farm, the feast and the breadline, a technique called parallel editing, so audiences saw both ends of the economy at once. The film drew on Frank Norris's stories and on a real scheme: months earlier Chicago financier James Patten had cornered wheat, sent bread prices up and made about $5 million, roughly $185 million today.