I wonder if smoking serves as a proxy for social interaction. I remember seeing someone else comment on another story about not liking smoking but liking smoking culture. And along those lines, maybe the following quote from the linked open access paper re: marital status might also suggest having a community of support might be helpful? Seems plausible to me, anyway.

> Participants who were female; never married or were divorced, widowed, or separated; had poverty index ratio less than 1.30; had less than 12 years of education, or had no health insurance were more likely to have self-reported depression.