Neurocognitive tasks are frequently used to assess disordered decision making, and cognitive models of these tasks can quantify performance in terms related to decision makers' underlying cognitive processes. In many cases, multiple cognitive models purport to describe similar processes, but it is difficult to evaluate whether they measure the same latent traits or processes. In this article, we develop methods for modeling behavior across multiple tasks by connecting cognitive model parameters to common latent constructs. This approach can be used to assess whether 2 tasks measure the same dimensions of cognition, or actually improve the estimates of cognitive models when there are overlapping cognitive processes between 2 related tasks. The approach is then applied to connecting decision data on 2 behavioral tasks that evaluate clinically relevant deficits, the delay discounting task and Cambridge gambling task, to determine whether they both measure the same dimension of impulsivity. We find that the discounting rate parameters in the models of each task are not closely related, although substance users exhibit more impulsive behavior on both tasks. Instead, temporal discounting on the delay discounting task as quantified by the model is more closely related to externalizing psychopathology like aggression, while temporal discounting on the Cambridge gambling task is related more to response inhibition failures. The methods we develop thus provide a new way to connect behavior across tasks and grant new insights onto the different dimensions of impulsivity and their relation to substance use. (PsycInfo Database Record (c) 2021 APA, all rights reserved).