In the time‐to‐event analysis of age at smoking initiation adjusted for first time sensations, multiple SNPs on 19q13.33, flanked by TRPM4 and SLC6A16, were highlighted in both the Finnish sample and the independent Australian sample. The highlighted SNPs from the two studies differed but intertwined with each other, providing motivation for further investigating the involvement of nearby genes in smoking initiation. The associating SNPs seem to have a heterogeneous effect. The top five SNPs from the Finnish sample showed no statistically significant association in the Australian sample although they shared the same direction of effect. On the other hand, in the replication sample, a SNP on 19q13.33, located 30 kb from the top SNP in the Finnish sample, showed association adjusted for multiple testing, with a direction of effect opposite from that seen in the Finnish sample. The heterogeneous effects of these markers may reflect variation in LD block structures (Rosenberg et al. 2010) or be due to gene‐environment interactions which substantially amplify the difference of SNP effects, and may suggest that these population‐specific interactions play a critical role in the complex behavioral phenotypes, as previously suggested (Adeyemo and Rotimi 2010; Ho et al. 2010).