The concept of covariate adjustment is well established in therapeutic and etiologic studies. However, it has received little attention in the growing area of medical research devoted to the development of markers for disease diagnosis, screening, or prognosis, where classification accuracy, rather than association, is of primary interest. In this paper, the authors demonstrate the need for covariate adjustment in studies of classification accuracy, discuss methods for adjusting for covariates, and distinguish covariate adjustment from several other related, but fundamentally different, uses for covariates. They draw analogies and contrasts throughout with studies of association.