The investigators recently investigated the short-term relationships between smoking cessation treatment and suicide, self-harm, depression and all-cause mortality using CPRD data. The investigators found no evidence of an increased risk of suicidal behaviour in patients prescribed varenicline. The investigators were concerned that the conventional observational estimates of effects of varenicline were biased by residual confounding by indication. If patients prescribed varenicline differed from patients prescribed other smoking cessation treatments prior to their first prescription, then the investigators could not be certain whether any differences in outcomes were due to the medication the patients received, or because of the pre-existing differences between the patients. In the investigators previous study the investigators tried to overcome confounding by indication using three statistical approaches: conventional multivariable-adjusted regression, propensity score matched analysis, and an instrumental variable analysis.