In the U.S. the National Center for Health Statistics has been analyzing data from the National Health and Nutrition Examination Survey to look into the links between depression and smoking. They found that 43% of adult smokers aged 20 and over have depression. Among men aged between 40 and 54 55% of smokers are depressed and among women aged 20 to 39 about 50% of smokers were. Overall only 7% of adults aged 20 and over had depression. The more depressed people were the more likely they were to smoke. Adults with depression were more likely to smoke over a pack a day and to smoke their first cigarette within five minutes of waking up.
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