In some cases, the sampling bias you introduce can be explicit when you pick and choose the observations in your sample to deliver the result you want. Thus, a researcher who starts off with the objective of showing that companies generally take good investments may decide to use only companies in the S&P 500 in his sample. Since these are the largest market capitalization companies in the United States and they reached that status because of their success in the past, it should not be surprising that they have a history