I like it when reviewers send me (as an editor) their reviews in the form of annotated pdf documents, as it is easy and efficient for authors to download these and use them for revision purposes. Some reviewers still prefer to upload a text document with comments keyed to page/line numbers, and every once in a long while I get actual paper in the mail, typically a papyrus scroll with hieroglyph markings (a.k.a. the manuscript hard copy with pen/pencil annotations).
The annotated pdf is a problem if the reviewer wants to be anonymous and doesn't take steps to remove their name from the commenting function. I have to remember to check this. If the reviewer wants to be anonymous but their name is stamped at the top of every comment, I remove their name.
Another problem is when someone uses someone else's computer/software to prepare a review, so someone else's name appears in the commenting box (unintentionally or not..). I look for this as well, and remove the name if necessary.
I have a colleague who works to deflect authors from guessing his identity; e.g., he will write in a review "Although my own field of expertise is X, I will try to comment.." (X = something that is not his field of expertise). I wouldn't be surprised if he has a fake name appear in his annotated pdfs (Mickey Mouse? Albert Einstein?).
Perhaps I should be inspired by that and change the photo in my blog profile. I could use instead a photo of my cat ("Although I am not of the human species, I will try to comment..").
6 months ago