This study investigated risk factors for school absenteeism in a sample of 983 children in elementary and lower secondary schools in Denmark, using administrative data on absenteeism measured in the year following risk factor measurement. Risk factors were measured by survey (children and teachers) and register data. Two methods of determining importance of risk factors were compared: individual risk factors versus four domains of risk factors (psychological problems, physical problems, school factors, and demographic and family factors). Significant individual risk factors were found in all four domains. When teacher-reports of the children's psychological problems were used, psychological problems was the risk factor domain that predicted school absenteeism best and the school-related factors domain predicted worst. The results highlight the need to distinguish between single risk factors that identify groups of individuals with elevated risk of school absence and the detection of risk factor domains that better predict school absence.