Epidemiological research shows some ethnic-group differences in the prevalence ofsubstance use. This approach does not address the question of whether there are ethnic-groupdifferences in the models that are needed to understand the development of substance use. Forthis question we need to understand the relations between psychological constructs and theirtrajectories over time. In this paper we describe some approaches to studying ethnic-groupdifferences in the predictors of substance use that illustrate probing for mediators, multisampleanalyses of structural models, and an experimental trial of a preventive intervention. Our studiesfound some ethnic-group differences in the structure of constructs and the relations betweenvariables, but many similarities. The challenge for researchers is using appropriate researchmethods for studying ethnicity, uncovering the basis for ethnic-group differences when theyoccur, knowing when statistical differences are meaningful, and acknowledging whendevelopmental models are comparable.