Irving Thalberg credited Harold Lloyd with creating the test screening, but I have my doubts that this is true. More likely, Lloyd applied his unique talents to refining the test screening, eventually achieving enough success with the practice to inspire the film industry as a whole to adopt his version of it.
As early as 1913, film producers were conducting what they called "advance showings." This was a private showing attended by invitation-only guests (largely theatre chain officials). The guests were invited to comment after the showing. The idea to test a film with the general public and have the audience fill out questionnaires came later.
David Yallop claimed that Roscoe Arbuckle engaged in audience testing as early as 1917.
In 1918, Lloyd Hamilton described an informal type of audience testing. He would slip into a theatre after the lights went down, find himself a seat in the back, and take notes of the audience's reactions. His findings did not lead him to reedit or reshoot the film at hand, but it did affect his approach to his subsequent films.
Newspapers confirm that Louis B. Mayer was conducting sneak previews in 1919. Exhibitors Herald documented Mayer's test screening of the 1919 melodrama Mary Regan.
Mr. Lloyd is known to have started test screening his films the following year.
Another man known to be involved in test screenings in 1920 was director George D. Baker. Baker spoke at length about his test screenings in interviews. He stated, "I am making it an invariable rule that all George D. Baker productions are shown before a theatre audience, preferably in a small town house, before they are released. My assistant and myself attend this test showing, and carefully note the likes and dislikes of the audience to the various sequences of the story. After the film has been run we compare notes and carefully eliminate the scenes which do not appeal to the typical theatre patron."
Test screenings were common by 1923.