In this issue of the Journal, Dundas et al. (Am J Epidemiol. 2014;180(2):197–207) apply a hitherto infrequent multilevel analytical approach: multiple membership multiple classification (MMMC) models. Specifically, by adopting a life-course approach, they use a multilevel regression with individuals cross-classified in different contexts (i.e., families, early schools, and neighborhoods) to investigate self-reported health and mental health in adulthood. They provide observational evidence suggesting the relevance of the early family environment for launching public health interventions in childhood in order to improve health in adulthood. In their analyses, the authors distinguish between specific contextual measures (i.e., the association between particular contextual characteristics and individual health) and general contextual measures (i.e., the share of the total interindividual heterogeneity in health that appears at each level). By doing so, they implicitly question the traditional probabilistic risk factor epidemiology including classical “neighborhood effects” studies. In fact, those studies use simple hierarchical structures and disregard the analysis of general contextual measures. The innovative MMMC approach properly responds to the call for a multilevel eco-epidemiology against a widespread probabilistic risk factors epidemiology. The risk factors epidemiology is not only reduced to individual-level analyses, but it also embraces many current “multilevel analyses” that are exclusively focused on analyzing contextual risk factors.