Scientific interest frequently focuses on how factors that influence disease onset subsequently affect disease progression. In this commentary, the author discusses four sources of bias that arise in such work. The focus is on Tyas et al.'s analyses (Am J Epidemiol 2007;165:1231-1238) of how the apolipoprotein E *E4 allele, a well-documented risk factor for Alzheimer's disease, influences progression of cognitive impairments from mild or global cognitive impairment to dementia or death. The author addresses four phenomena that can lead to spurious (noncausal) associations between apolipoprotein E *E4 status and rate of progression of cognitive impairments: beginning observations in the middle of a developing pathologic process, survivor bias, uncertainty in the timing of disease diagnosis, and nonlinear disease progression trajectories. Because these sources of bias are potentially relevant in any study of how risk factors for disease onset influence disease progression, the author advocates assessing their likely magnitude in specific contexts when interpreting results.