What important question do the various research techniques lack the ability to answer?

What important question do the various research techniques lack the ability to answer? Did consumers purchase the product because of viewing the producers ads?

Besides asking, where did you find out about us, it is very hard for a research team to use techniques to find out if they viewed the companies ad's before making the purchase. It's hard to know if they saw and actually watched the commercial on T. V. or if they read about it in the magazine on purpose.