Taxometric procedures, model-based clustering and latent variable mixture modeling (LVMM) are statistical methods that use the inter-relationships of observed symptoms or questionnaire items to investigate empirically whether the underlying psychiatric or psychological construct is dimensional or categorical. In this review we show why the results of such an investigation depend on the characteristics of the observed symptoms (e.g. symptom prevalence in the sample) and of the sample (e.g. clinical, population sample). Furthermore, the three methods differ with respect to their assumptions and therefore require different types of a priori knowledge about the observed symptoms and their inter-relationships. We argue that the choice of method should optimally match and make use of the existing knowledge about the data that are analyzed.