Magnitude and direction of second-order self-selection bias were assessed in a sample of 93,807 IBM employees who participated in the company's Voluntary Health Assessment (VHA) Program, by comparing repeat participants with one-time participants and by simulating selection into the repeat sample. One-time and repeat VHA participants differed systematically but not uniformly in several health characteristics. Repeat participants improved significantly in risk-relevant behaviors and health risk measures. Simulation of selection bias by excluding healthier or less healthy participants from the repeat VHA sample showed findings of gain to be robust. In studies of gain, second-order selection bias cannot automatically be assumed to inflate gain nor to be of sufficient magnitude to affect conclusions about program effects. Simulation is a useful tool for gauging direction and magnitude of selection bias.