Does smoking have a causal effect on weight reduction?

This study examines the relationship between smoking and body mass index (BMI) with a simultaneous equations system allowing for censoring and endogeneity of the number of cigarettes smoked, which alleviates simultaneity bias caused by unobserved heterogeneity and expansion bias by censoring in the regressor. The results suggest smoking may not have a strong long-term causal effect on body weight after controlling for the endogeneity. The negative relationship between smoking and BMI reported in the literature is potentially attributable to the aforementioned biases and should be interpreted with caution. The statistical procedure developed can be useful in other applications with a censored endogenous regressor.