How high is unemployment? How low is labor force participation? Is obesity more prevalent among men? How large are household expenditures? We study the sources of the relevant official statistics—the Current Population Survey, the Behavioral Risk Factor Surveillance System, and the Consumer Expenditure Survey—and find that the answers depend on whether we look at easy- or at difficult-to-reach respondents, measured by the number of call and visit attempts made by interviewers. A challenge to the (conditionally-)random-nonresponse assumption, these findings empirically substantiate the theoretical warning against making population-wide estimates from surveys with low response rates.