The last decades have shown a rapid increase in nonresponse rates. For this reason it is important to study nonresponse and think about it critically. In this article we investigated whether nonresponse affected estimates of the levels of adjustment problems in children and the correlations between these outcomes. The nonresponse was caused by parents who refused permission to interview their children at school, parents who did not return a questionnaire, teachers who did not complete the questionnaire, and parents who refused to participate in an in-depth study, with nonresponse rates of 9%, 69%, 25%, and 46% respectively. The sample consisted of 1282 children aged 4–5 years and the dependent measures were peer-rated sociometric status, self-rated wellbeing at school, and teacher-rated behaviour problems. Despite considerable nonresponse in some conditions our results showed hardly any evidence for bias. This suggested that bias cannot simply be inferred from the amount of nonresponse and that standard rules such as ‘‘nonresponse rates higher than 50% are not acceptable’’ lack a scientific basis. Instead, we argue that to assess nonresponse bias the specific conditions and analyses of the study will need to be considered and special measures may be required.