We used instrumental variable methods to
assess possible endogeneity of smoking in regression
models predicting new-onset mental
disorders.29---31 Instrumental variables are variables
that are associated with the exposure of
interest (in this case smoking), but are only
associated with the outcome of interest (newonset
mental disorders) through their association
with the exposure variable. The instrumental
variables we chose for our study were
state cigarette taxes and public attitudes toward
smoking. Strong evidence exists for an association
between these variables and initiation of
smoking,38,39 and it is implausible that state
cigarette taxes or public attitudes toward
smoking would directly affect incidence of
mood or anxiety disorders (Appendix A, available
as a supplement to the online version of
this article at http://www.ajph.org, provides
a more detailed description of the instrumental
variables and results of the analyses for testing
the validity of the instruments). We obtained
data on state cigarette taxes for 2001and 2002
collected and published by the Tax Policy
Center.