  We present and discuss polarimetric observations of 182 targets drawn from an
optically selected sample of 240 probable BL Lac candidates out of the SDSS
compiled by Collinge et al. (2005). In contrast to most other BL Lac candidate
samples extracted from the SDSS, its radio- and/or X-ray properties have not
been taken into account for its derivation. Thus, because its selection is
based on optical properties alone, it may be less prone to selection effects
inherent in other samples derived at different frequencies, so it offers a
unique opportunity to extract the first unbiased BL Lac luminosity function
that is suitably large in size.
  We found 124 out of 182 targets (68%) to be polarized, 95 of the polarized
targets (77%) to be highly polarized (> 4%). The low-frequency peaked BL Lac
candidates in the sample are on average only slightly more polarized than the
high-frequency peaked ones. Compared to earlier studies, we found a high duty
cycle in high polarization (~66 +2/-14% to be > 4% polarized) in high-frequency
peaked BL Lac candidates. This may come from our polarization analysis, which
minimizes the contamination by host galaxy light.
  No evidence of radio-quiet BL Lac objects in the sample was found.
  Our observations show that the probable sample of BL Lac candidates of
Collinge et al. (2005) indeed contains a large number of bona fide BL Lac
objects. High S/N spectroscopy and deep X-ray observations are required to
construct the first luminosity function of optically selected BL Lac objects
and to test more stringently for any radio-quiet BL Lac objects in the sample.
