This article presents analyses of data from a pilot study in Nepal that was designed to provide an initial examination of the errors and costs associated with an innovative methodology for survey data collection. We embedded a randomized experiment within a long-standing panel survey, collecting data on a small number of items with varying sensitivity from a probability sample of 450 young Nepalese adults. Survey items ranged from simple demographics to indicators of substance abuse and mental health problems. Sampled adults were randomly assigned to one of three different modes of data collection: 1) a standard one-time telephone interview, 2) a “single sitting” back-and-forth interview with an interviewer using text messaging, and 3) an interview using text messages within a modular design framework (which generally involves breaking the survey response task into distinct parts over a short period of time). Respondents in the modular group were asked to respond (via text message exchanges with an interviewer) to only one question on a given day, rather than complete the entire survey. Both bivariate and multivariate analyses demonstrate that the two text messaging modes increased the probability of disclosing sensitive information relative to the telephone mode, and that respondents in the modular design group, while responding less frequently, found the survey to be significantly easier. Further, those who responded in the modular group were not unique in terms of available covariates, suggesting that the reduced item response rates only introduced limited nonresponse bias. Future research should consider enhancing this methodology, applying it with other modes of data collection (e. g., web surveys), and continuously evaluating its effectiveness from a total survey error perspective.