We present a procedure to simultaneously fit a genetic covariance structure model and a regression model to multivariate data from mono- and dizygotic twin pairs to test for the prediction of a dependent trait by multiple correlated predictors. We applied the model to aggressive behavior as an outcome trait and investigated the prediction of aggression from inattention (InA) and hyperactivity (HA) in two age groups. Predictions were examined in twins with an average age of 10 years (11,345 pairs), and in adult twins with an average age of 30 years (7433 pairs). All phenotypes were assessed by the same, but age-appropriate, instruments in children and adults. Because of the different genetic architecture of aggression, InA and HA, a model was fitted to these data that specified additive and non-additive genetic factors (A and D) plus common and unique environmental (C and E) influences. Given appropriate identifying constraints, this ADCE model is identified in trivariate data. We obtained different results for the prediction of aggression in children, where HA was the more important predictor, and in adults, where InA was the more important predictor. In children, about 36% of the total aggression variance was explained by the genetic and environmental components of HA and InA. Most of this was explained by the genetic components of HA and InA, i.e., 29.7%, with 22.6% due to the genetic component of HA. In adults, about 21% of the aggression variance was explained. Most was this was again explained by the genetic components of InA and HA (16.2%), with 8.6% due to the genetic component of InA.