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Determining whether adolescent depression leads to risk behaviors (the self-medication hypothesis) or whether engaging in such behaviors leads to depressive symptoms (the failure hypothesis, stemming from negative judgments from peers and a sense of personal failure) is important for prevention and treatment of both outcomes. Investigators examined these two hypotheses using annual longitudinal survey data collected from 4400 Canadian high-school students (grades 9–12; 49% female) in 2002–2005. Most parents had some postsecondary education. Surveys assessed depressive symptoms, delinquency, cigarette smoking, frequency and quantity of alcohol use, and use of marijuana and “hard” drugs (e.g., cocaine). Growth curve models were developed for …