The mathematical derivation of the statistics used for inference in some linear models assumes that values of the independent variables are pre-selected such that these variables can be treated as fixed rather than random variables. This assumption is often disregarded when these models are utilized in research. This study is an investigation of the consequences of the violation of this assumption. The results of this study indicate that when the sample size is not too small the consequences of the violation of this assumption are of little practical significance. (Author)