disappears when depression is added as a “confounder” (Breslau et al. 2005), this may not rule out a causal effect of smoking but rather may indicate there is a causal effect of smoking, but it is mediated by increased risk for depression. Thus, future studies should examine “third factors” both as moderators (i.e., confounds) and mediators (i.e., mechanisms) using recent statistical methods (MacKinnon et al. 2007). In summary, whether the smoking as a marker explanation is correct will require a study that includes measures of all the major risk factors for suicide and distinguishes between confounders and mediators. This is likely to occur only in a study that a priori focuses on the association of smoking and suicide.