Epidemiological research shows some ethnic-group differences in the prevalence of
substance use. This approach does not address the question of whether there are ethnic-group
differences in the models that are needed to understand the development of substance use. For
this question we need to understand the relations between psychological constructs and their
trajectories over time. In this paper we describe some approaches to studying ethnic-group
differences in the predictors of substance use that illustrate probing for mediators, multisample
analyses of structural models, and an experimental trial of a preventive intervention. Our studies
found some ethnic-group differences in the structure of constructs and the relations between
variables, but many similarities. The challenge for researchers is using appropriate research
methods for studying ethnicity, uncovering the basis for ethnic-group differences when they
occur, knowing when statistical differences are meaningful, and acknowledging when
developmental models are comparable.