Clinical psychology theory involves specifying the nature of relationships among different psychological entities (causal, correlate, mediator, moderator, and so on). One of the fascinating challenges of psychological science is that the psychological entities we study cannot be directly observed (Cronbach & Meehl, 1955); researchers must infer their existence. Researchers do so in order to best approximate their understanding of real psychological phenomena (Borsboom, Mellenbergh, & van Heerden, 2004). Their doing so has clear utility for helping us understand human behavior, differences among individuals, and dysfunction (Smith, 2005).