This study represented several improvements over past work. It used a multiagent and multimethod assessment of adolescent friends’ support of substance use and of adolescent effortful control to examine the direct and interaction effects of the construct of effortful control. First, by analyzing adolescent tobacco, alcohol, and marijuana use separately, potentially unique effects for each of these substances could be investigated. Second, our study controlled for past substance use earlier in adolescence and for peer support for substance use to more directly examine the role of effortful control in promoting growth in substance use into early adulthood. Finally, the use of structural equation modeling (SEM) techniques facilitated better control of measurement error and took into account information from multiple reporters for key constructs, including effortful control.