In medicine, accurate measurement of clinical values is vital, either at the stage of health screening, diagnosing cases or making prognosis. There are numerous instruments or machines that have been invented for the purpose of measuring various clinical variables such as blood pressure, glucose level, body temperature and oxygen level. When a new method of measurement or instrument is invented, the quality of the instrument has to be assessed. This chapter will focus on the application of statistical methods used to analyse continuous data in a method comparison study or validation study in medicine. The concept of validity and analysis in method comparison study will be discussed. This chapter also reviews the theoretical aspects of several common methods and approaches that have been used to measure agreement and reliability including the Bland-Altman limits of agreement (LoA) and intra-class correlation coefficient (ICC). Issues related to method comparison studies will be highlighted, which include the evaluation of agreement and reliability in a single study, the application of multiple statistical methods and the use of inappropriate methods in testing agreement and reliability. Finally, the importance of education in method comparison studies among medical professional will be emphasized.