Psychiatric researchers tend to select the discordant co-twin design when they seek to hold constant genetic influence while estimating exposure-associated disease risk. The epidemiologic case-crossover research design developed for the past two decades represents a viable alternative, not often seen in psychiatric studies. Here, we turn to the epidemiologic case-crossover approach to examine the idea that cannabis onset is a proximal trigger for cocaine use, with the power of “subject-as-own-control” research used to hold constant antecedent characteristics of the individual drug user, including genetic influence and other traits experienced up to the time of the observed hazard and control intervals. Data are from newly incident cocaine users identified in the 2002–2006 US National Surveys on Drug Use and Health. Among these cocaine users, 48 had both cannabis onset and cocaine onset in the same month-long hazard interval; the expected value is 30 users, based on the control interval we had pre-specified for case-crossover estimation (estimated relative risk, RR = 1.6; exact mid-p = 0.042). Within the framework of a subject-as-own-control design, the evidence is consistent with the hypothesis that cannabis onset is a proximal trigger for cocaine use, with genetic influences (and many environmental conditions and processes) held constant. Limitations are noted and implications are discussed. Copyright © 2012 John Wiley & Sons, Ltd.