We test four competing models that aim to explain the nature of stars in spiral galaxies that are well away (> 1 kpc) from the midplane, the so-called thick disk: the stars may have gotten there through orbital migration, through satellite mergers and accretion, or through heating of pre-existing thin disk stars. The eccentricity distribution of thick disk stars has recently been proposed as a diagnostic to differentiate between these mechanisms. Drawing on SDSS data release 7, we have assembled a sample of 31,535 G-dwarfs with six-dimensional phase-space information and metallicities and have derived the orbital eccentricities for them. Comparing the resulting eccentricity distributions, p (e| z), with these particular simulations, we find that:(1) the observed p (e| z) is inconsistent with that predicted by orbital migration only, as there are more observed stars of high and of very low eccentricity;(2) simulations in which the thick disk is made predominantly through heating a pre-existing thin disk are also inconsistent, as they predict more high-eccentricity stars than observed;(3) the observed p (e| z) fits well with a" gas-rich merger" scenario, where most thick disk stars were born in situ. Further modeling could explore whether the data-simulation inconsistencies found here for the first three cases actually rule out the qualitative scenarios underlying these simulations.