Or sometimes they can be flat out wrong. One of their segments dealt with gay couples adopting/having kids and the results of it. They denied that any psychological harm would come to the kids. Part of Penn and Teller's proof was some left wing activist in San Francisco who cited a study claiming that no harm came to the children. They did not specify what this study was, what it was named, who authored it, what was in it, etc. They just let it stand that this person from san francisco claimed that an anoynmous study showed what they wanted us to hear. No mention of other studies that show the exact opposite.
Or they offer meaningless statistics. On their "twelve-step" program, they offer the fact that people who go through twelve-step programs have about the same success rate as those who don't as proof that such programs are useless. I don't know whether twelve-step programs have any usefulness or not, but mere comparison of success rates may not be informative. If a different subset of people would be successful under a twelve-step program than using other means, even if the subsets are of equal size, then there would be value in ascertaining which subset a person belongs to so they could be directed to the most effective program.