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In the clinical research context, comparative effectiveness research (CER) refers to the comparison of several health-care interventions administered under real-world conditions to individuals representative of the day-to-day clinical practice target population. We provide a brief history of CER and argue that CER can be used to deliver useful, but currently lacking information. Three study designs that can accomplish this are discussed, and incorporating CER into cost-benefit analyses is examined. The relationships between CER and evidence-based and personalized medicine are also considered, as is the challenge of implementing CER results into routine clinical practice.