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In the present study, between-family analyses of data from adolescent twin girls offer new evidence that early menarche is associated with earlier initiation and greater frequency of smoking and drinking. The role of personality factors and peer relationships in that association was investigated, and little support was found for their involvement. Novel within-family analyses replicating associations of substance use with pubertal timing in contrasts of twin sisters selected for extreme discordance for age at menarche are reported. Within-family replications demonstrated that the association of pubertal timing with substance use cannot be explained solely by between-family confounds. Within-family analyses demonstrated contextual modulation of the influence of pubertal timing: Its impact on drinking frequency is apparent only among girls in urban settings. Sibling comparisons illustrate a promising analytic tool for …