The use of structural equation modeling in cross-cultural personality research has become a popular method for testing measurement invariance. In this report, we present an example of testing measurement invariance using the Sense of Coherence Scale of Antonovsky (1993) in 3 ethnic groups: Chinese, Japanese, and Whites. In a series of increasingly restrictive constraints on the measurement models of the 3 groups, we demonstrate how to assess differences among the groups. We also provide an example of construct validation.