Using multiple modes to collect data is becoming a standard practice in surveys. While this should lower costs and reduce nonresponse error, it may have detrimental effects on measurement quality. This is of special concern in panel surveys where a key focus is on measuring change over time and where changing modes may have an effect on key measures. In this paper, we use a quasi-experimental design from the Health and Retirement Study to compare the measurement quality of two scales between face-to-face, telephone, and Web modes. Panel members were randomly assigned to receive a telephone survey or enhanced face-to-face survey in the 2010 core wave, while this was reversed in the 2012 core wave. In 2011, panelists with Internet access completed a Web survey containing selected questions from the core waves. We examine the responses from 3,251 respondents who participated in all three waves, using latent variable models to identify measurement mode effects. The two scales, depression and physical activity, show systematic differences between interviewer-administered modes (i.e., face-to-face and telephone) and the self-administered one (i.e., Web). Possible explanations are discussed.