Research methods and statistics are regarded as difficult subjects to teach, fueling investigations into techniques that increase student engagement. Students enjoy active learning opportunities like hands-on demonstrations, authentic research participation, and working with real data. However, enhanced enjoyment does not always correspond with enhanced learning and performance. In this study, we developed a workshop activity in which students participated in a computer-based experiment and used class-generated data to run a range of statistical procedures. To enable evaluation, we developed a parallel, didactic/canned workshop, which was identical to the activity-based version, except that students were told about the experiment and used a pre-existing/canned dataset to perform their analyses. Tutorial groups were randomized to one of the two workshop versions, and 39 students completed a post-workshop evaluation questionnaire. A series of generalized linear mixed models suggested that, compared to the students in the didactic/canned condition, students exposed to the activity-based workshop displayed significantly greater knowledge of the methodological and statistical issues addressed in class, and were more confident about their ability to use this knowledge in the future. However, overall evaluations and satisfaction between the two groups were not reliably different. Implications of these findings and suggestions for future research are discussed.