I'm getting my first exposure to data warehousing, and I’m wondering is it necessary to have foreign key constraints between facts and dimensions. Are there any major downsides for not having them? I’m currently working with a relational star schema. In traditional applications I’m used to having them, but I started to wonder if they were needed in this case. I’m currently working in a SQL Server 2005 environment.
UPDATE: For those interested I came across a poll asking the same question.