Smoking status and depressive symptoms: which way does the arrow point?
Conference
Regional Statistics Conference 2026
Format: CPS Abstract - Malta 2026
Keywords: bayesian modeling, dynamic multivariate time series, panel data
Session: CPS 17 Epidemiology
Friday 5 June 11 a.m. - noon (Europe/Malta)
Abstract
Adolescence is a developmental period in which both smoking initiation and depressive symptoms commonly emerge. To clarify their temporal ordering and potential causal relationship, we examined their co-evolution using data from the National Longitudinal Survey of Youth 1997(NLSY97). We assessed both the short-term association between smoking and mental health during adolescence and their long-term impact on depressive symptoms in adulthood.
A dynamic multivariate panel model (DMPM), estimated separately for males (n=4,540) and females (n=4,331), was fitted to biennial assessments collected over a 10-year span. At the first assessment, respondents aged 16–18 years reported whether they had ever smoked and whether they had smoked in the past year. Depressive symptoms were measured using the Mental Health Inventory (MHI), for which higher scores indicate better mental health (i.e., fewer depressive symptoms).
Adolescent trajectories of smoking and mental health were then used to predict depressive symptoms in adulthood, approximately a decade later, as measured by the Center for Epidemiologic Studies Depression Scale (CESD). During adolescence, within-person increases in smoking were associated with short-lived improvements in subsequent MHI scores. In the long-run, adolescents with higher overall smoking levels exhibited greater depressive symptoms in adulthood. Sex differences in the co-evolution of mental health and smoking during adolescence were found.
Because smoking shows stronger short-run persistence among male adolescents, prevention efforts may be particularly beneficial for this group. In contrast, female adolescents were more strongly influenced by the smoking behavior of their peers, suggesting that peer-focused smoking cessation interventions may be especially important among females.