Complex diseases are multifactorial traits caused by both genetic and environmental factors. They represent the major part of human diseases and include those with largest prevalence and mortality (cancer, heart disease, obesity, etc.). Despite a large amount of information that has been collected about both genetic and environmental risk factors, there are few examples of studies on their interactions in epidemiological literature. One reason can be the incomplete knowledge of the power of statistical methods designed to search for risk factors and their interactions in these data sets. An improvement in this direction would lead to a better understanding and description of gene-environment interactions. To this aim, a possible strategy is to challenge the different statistical methods against data sets where the underlying phenomenon is completely known and fully controllable, for example simulated ones.