When filter questions are asked to determine respondent eligibility for follow-up items, they are administered either interleafed (follow-up items immediately after the relevant filter) or grouped (follow-up items after multiple filters). Experiments with mental health items have found the interleafed form produces fewer yeses to later filters than the grouped form. Given the sensitivity of mental health, it is unclear whether this is due to respondent desire to avoid sensitive issues or simply the desire to shorten the interview. The absence of validation data in these studies also means the nature of the measurement error associated with the filter types is unknown. We conducted an experiment using mainly nonsensitive topics of varying cognitive burden with a sample that allowed validation of some items. Filter format generally had an effect, which grew as the number of filters increased and was larger when the follow-up questions were more difficult. Surprisingly, there was no evidence that measurement error for filters was reduced in the grouped version; moreover, missing data for follow-up items was increased in that version. © The Author(s) 2011.