It really depends on how you conduct the experiment.

If you use a group, well many people construct their responses based off observation of other behavior.

So you would want to have them individually subjected to the change in temperature.

Also are you withholding any of their senses? Some times visual cues can give away environments of varying temperatures which will psychologically effect their response to the environment.

For instance you could simulate the cloud effect of a cold room like a walk cooler/freezer in a room that was 70 degrees F. I bet you'll get some people asking for a jacket when they see the clouds of simulate cold air.

I think you will have to be very clever in just how you arrange such an experiment or the results you get will not reflect honestly that reality.

I suggest using metal for chairs and any surfaces participants might touch. Metal has a higher thermal conductivity and may lead participants to feel hotter or colder than expected. I also suggest keeping an active breeze in the room which will also make participants feel hotter or colder than may necessarily be the case.

Also, since temperature detection is relative to our core body temperature you might be able to manipulate reaction by depressing or elevating participant body temperature before they enter the testing area. At the very least you may want to test and stabilize body temperature for the control group.