Family Groups

When you're researching your ancestors, do you try to complete a family group, or do you just research your direct line as a link in the chain of descent? You might miss many things if you don't consider the family group. One ancestor might have a vital clue in his records that you might miss if you don't research all the members of that family. In my researching my family, only one sibling had the grandparents listed in his baptism. Even the parents didn't have their parents listed in their marriage record.