Increasingly, experimental research is being conducted on the Internet in addition to the laboratory. Online experiments are more convenient for subjects and researchers, but we know little about how the choice of study location affects data quality. To investigate whether respondent behavior differs across study location, we randomly assign subjects to participate in a study in a laboratory or in an online setting. Contrary to our expectations, we find few differences between participants in terms of the level of attention and socially desirable responding. However, we find significant differences in two areas: the degree of self-reported distractions while completing the questionnaire and the tendency to consult outside sources for answers to political knowledge questions. We conclude that when the greater convenience (and higher response rates) of online experiments outweighs these disadvantages, Internet administration of randomized experiments represent an alternative to laboratory administration.