In cohort studies, the experimenter doesn't set exposures

Yes I understand, but somehow they are set (maybe by Nature?) The real question I was getting at is whether they were randomized at all, or pseudo-randomized somehow. I was guessing not, so you get time-varying confounding issues alluded to in my earlier post.

So by unobserved you're referring to say, self report of health status?

Well, if it's self-report you observe a proxy. I meant actually unobserved (e.g. we don't even ask them, but the variable is still there and relevant).

In epi this is meets the causal pathways definition for a confounder, if I'm not mistaken.

You are right, in this case, but should be careful about the definition of a confounder, see:

http://arxiv.org/abs/1304.0564

Did you mean "confounding" rather than "confounder"? The difference is important (the former is much easier to define, it is just related to what is called conditional ignorability in epi, the latter is quite tricky).

Is there another question you might be getting at that I can answer without identifying myself?

No, that was enough information, thank you.