What if the study compared bedridden 100-year-olds as non-exercisers to the college track team? The track team was 20% less likely to die in the subsequent 10 years...
Self-selection can completely override other well-understood mechanisms...
Self-selection can completely override other well-understood mechanisms...
Obviously this is not as great as a double-blind study. But you can't let one group do real exercise and the other one placebo exercise. So the cohort study is probably the best possible study design in this case.
The people doing these studies try very hard to minimize biases (sometimes failing, but ruling out every possible biases is hard).