Abstract
Using 1995–1996 data from the first two waves of the National Longitudinal Adolescent Health Study, the authors found that respondents who smoked cigarettes scored, on average, three points higher than did nonsmokers on the Center for Epidemiologic Studies Depression (CES-D) Scale. This gap persists even after accounting for observable factors, such as personal and parental characteristics. In contrast, controlling for the influence of unobservable factors potentially correlated with smoking behavior and depression produces smaller estimates. For instance, estimates from a linear regression model augmented with fixed effects suggest that the average male smoker would score 0.84 points higher on the CES-D Scale (95% confidence interval: 0.44, 1.25) than his nonsmoking counterpart; the average female smoker is predicted to score 1.25 points higher on the CES-D Scale (95% confidence interval: 0.75, 1.75) than her nonsmoking counterpart. The authors conclude that, for the average adolescent, the association between smoking and the symptoms of depression can in large part be attributed to the influence of unobservable factors.

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