Multtiple regression models are increasingly being applied to clinical studies. Such models are powerful analytic tools that yields valid statistical inferences and make reliable predictions if various assumptions are satisfied. Two types of assumptions made by regression models concern the distribution of the response variable and the nature or shape of the relationship between the predictors and the response. This paper addresses the latter assumption by applying a direct and flexible approach, cubic spline functions, to two widely used models: the logistic regression model for binary responses and the Cox proportional hazards regression model for survival time data. [J Natl Cancer Inst 1988;80:1198–1202]