Previous research, based on a survey of 374 electronic machine gamblers living in Ontario, Canada, led to the selection of statements and the creation of ten constructs for the development of a new instrument, the FocaL Adult Gambling Screen for Electronic Gambling Machines (FLAGS-EGM). In this study, we used the Partial Least Squares Path Analysis form of Structural Equation Modelling to produce a hierarchical set of the ten constructs with proven predictive power for problem gambling. Receiver Operating Characteristic analysis identified cut off values for all of the constructs that predicted the target values with the desired degree of accuracy. Active gamblers were placed in five categories: No Detectable Risk, Early Risk, Intermediate Risk, Advanced Risk and Problem Gamblers. As described here, the FLAGS-EGM instrument has the potential to be applied in many situations in which identification of at-risk EGM gamblers is needed.