I don't know of any studies into HDPE (because I haven't bothered to do any research), but the difference between my lexan nalgene and my HDPE nalgene is the HDPE imparts a definite and reasonably unpleasent taste to the water while the lexan does not. Harmful or not, there must be a chemical or three leaching into the water from the HDPE. I can taste the difference, so the levels are detectable.
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A gentleman should always be able to break his fast in the manner of a gentleman where so ever he may find himself.--Good Omens