Environmental researchers often face the problem of assessing which potiential stressors in an environment actually are stressors. In making these assessments they often have data sets that have missing values for many of the stressors. Techniques such as Multiple Imputation, Data Augmentation via the EM algorithm have been proposed to deal with the missing value problem. Then standard deterministic model search methods such as forward, backward, stepwise, Mallows Cp, etc. are then applied to these imputed datasets to determine the single “best” model. Using this “best” model all inferences concerning which potential stressors actually induce stress are determined. This work proposes a probabilistic model search to determine the stressors in an environment while taking into account the problem of missing values. This method is applied to an ecological data set concerning benthic health collected by the Ohio Environmental Protection Agency. Copyright © 2009 John Wiley & Sons, Ltd.