This paper explores the extent to which differences in longitudinal versus cross-sectional inference may be influenced by the choice of statistical models. Using lung function data on 524 working men, we first compare the goodness-of-fit and implication for longitudinal decline of a variety of cross-sectional models. We then compare the predicted longitudinal patterns from these models with those observed over a period of four years. In general, both approaches provide qualitatively, if not quantitatively, similar messages concerning the relative effects of smoking and age on lung function decline. Nonetheless, we acknowledge the existence of real selection and cohort effects. Although we recognize the utility of cross-sectional designs, we discourage quantitative comparisons between studies, especially longitudinal versus cross-sectional.