Measurement invariance (MI) is a necessary prerequisite for the adequate comparisons of group differences or changes in measures of interest. Typically, in method comparison studies, the relationships of measurements from different measurement methods are considered in one occasion, which means that MI issues are based only on assumptions. Analyzing alternative measures over different occasions can give useful information in respect of MI. This article gives an example from the Helsinki Psychotherapy Study, where the study design is used for analyzing time and group invariance in the relationships of the scores of three depression scales.