gwern, after reading the rest of that page, especially the melatonin section, it looks like your next sleep experiment should be a double-blind experiment on getting rid of the cat. I'm not sure how you'd double-blind that, but extrapolating linearly from your description of how you double-blinded the Vitamin D capsules I would imagine it looks something like having a housemate randomly stuff the cat into one of two bags and you randomly opening precisely one each night via some sort of complicated-but-scientific mechanical contraption. (Perhaps based on the random decay of a radioactive atom for some extra classical flavor.) I would definitely expect some sort of statistically significant effects on sleep to arise from such an experimental setup. In fact, it would probably be so statistically significant that even the others sharing your house would experience statistically significant effects on their sleep, and that's a whole heaping helping of significance.