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Methods of fitting the diffusion model were examined with a focus on what the model can tell us about individual differences. Diffusion model parameters were obtained from the fits to data from 2 experiments and consistency of parameter values, individual differences, and practice effects were examined using different numbers of observations from each subject. Two issues were examined—first, what sizes of differences between groups can be obtained to distinguish between groups, and second, what sizes of differences would be needed to find individual subjects that had a deficit relative to a control group. The parameter values from the experiments provided ranges that were used in a simulation study to examine recovery of individual differences. This study used several diffusion model fitting programs, fitting methods, and published packages. In a second simulation study, 64 sets of simulated data from each of 48 sets of parameter values (spanning the range of typical values obtained from fits to data) were fit with the different methods, and biases and standard deviations in recovered model parameters were compared across methods. Finally, in a third simulation study, a comparison between a standard chi-square method and a hierarchical Bayesian method was performed. The results from these studies can be used as a starting point for selecting fitting methods, and as a basis for understanding the strengths and weaknesses of using diffusion model analyses to examine individual differences in clinical, neuropsychological, and educational testing.