Correlated data arise in numerous contexts across a wide spectrum of subject-matter disciplines. Modeling such data present special challenges and opportunities that have received increasing scrutiny by the statistical community in recent years. In October 1996 a group of 210 statisticians and other scientists assembled on the small island of Nantucket, U. S. A. , to present and discuss new developments relating to Modelling Longitudinal and Spatially Correlated Data: Methods, Applications, and Future Direc tions. Its purpose was to provide a cross-disciplinary forum to explore the commonalities and meaningful differences in the source and treatment of such data. This volume is a compilation of some of the important invited and volunteered presentations made during that conference. The three days and evenings of oral and displayed presentations were arranged into six broad thematic areas. The session themes, the invited speakers and the topics they addressed were as follows: * Generalized Linear Models: Peter McCullagh-"Residual Likelihood in Linear and Generalized Linear Models" * Longitudinal Data Analysis: Nan Laird-"Using the General Linear Mixed Model to Analyze Unbalanced Repeated Measures and Longi tudinal Data" * Spatio---Temporal Processes: David R. Brillinger-"Statistical Analy sis of the Tracks of Moving Particles" * Spatial Data Analysis: Noel A. Cressie-"Statistical Models for Lat tice Data" * Modelling Messy Data: Raymond J. Carroll-"Some Results on Gen eralized Linear Mixed Models with Measurement Error in Covariates" * Future Directions: Peter J.