In this paper we review the problem of defining and estimating intrarater, interrater and test–retest reliability of continuous measurements. We argue that the usual notion of product-moment correlation is well adapted in a test–retest situation, whereas the concept of intraclass correlation should be used for intrarater and interrater reliability. The key difference between these two approaches is the treatment of systematic error, which is often due to a learning effect for test–retest data. We also consider the reliability of a sum and a difference of variables and illustrate the effects on components. Further, we compare these approaches of reliability with the concept of limits of agreement proposed by Bland and Altman (for evaluating the agreement between two methods of clinical measurements) and show how product-moment correlation is related to it. We then propose new kinds of limits of agreement which are related to intraclass correlation. A test battery to study the development of neuro-motor functions in children and adolescents illustrates our purpose throughout the paper. Copyright 2002 John Wiley & Sons, Ltd.