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Because if you don't, you don't really know what has changed. If you have a new medicine, and 20% of sufferers get better when you give it to them, how do you know the medicine worked? You say "20% got better" - but how many would have got better without the medicine? Maybe 20% - your medicine does no good. Maybe 30% - your medicine is doing harm. Maybe 5% - your medicine has quadrupled the cure rate. Unless you have a control, you don't know what you have actually achieved.
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