A large volume of research has investigated interrelations among adolescent risk behaviors. Although several theoretical accounts have been proposed, researchers have not directly examined hypotheses for why risk behaviors are linked. In the present paper, a distinction is drawn between predictive factors that explain variance in risk behaviors and “linkage factors” which may provide an explanation for why risk behaviors are interrelated. The relevance of linkage factors to risk behavior research, theory, and practice is described. Further, a simple to use and easy to interpret analytic technique for exploring linkage-related issues is illustrated. Using this technique, hypotheses regarding the role of predictors in explaining linkages among risk behaviors can be tested directly. The proposed line of inquiry will provide valuable input for intervention efforts and theoretically relevant information concerning linkages among adolescent risk behaviors.