This article uses structural equation models (SEM) as a data-mining tool to unravel the endogenous relationships among attitudinal measurements, satisfaction and the perceived utility within the theory of planned behaviour. Based on a mobility survey among Luxembourg cross-border workers, this experiment yields a critical view about the specification of measurement indicators to be used for the survey of attitudes and beliefs and to test SEM as an exploration and data-mining tool. The findings show that: the impact of attitudes on mode choice is mediated by self-reported satisfaction with commuting. Furthermore, using SEM with semantic differentials is efficient to estimate attitudes about transport modes in complement of Likert scales used for beliefs.