Relative risk regression methods provide a unifying and powerful approach to a range of problems in the design and analysis of cohort studies and prevention trials. Standard partial likelihood-based estimation procedures do not, however, encompass several features that are important in such contexts. Specifically, one may wish to relate disease rates marginally to 'recent' risk factor measurements, whereas a partial likelihood approach requires one to condition on an accumulating risk factor history. Secondly, risk factor values may be ascertained with considerable measurement error, thereby requiring specialized procedures to estimate relative risk parameters. Thirdly, analysis of raw materials to obtain desired covariate (risk factor) histories may involve considerable expense if carried out for the entire cohort. Case-control and case-cohort sampling procedures can avoid much of this expense, but once again partial likelihood estimation procedures require generalization. Such generalizations are described herein.