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Reliably identifying the causal factors underlying youth smoking initiation is an important part of developing effective smoking prevention programs and shaping other types of smoking-related policies. The establishment of reliable scientific evidence in support of a causal link between cigarette advertising and youth smoking initiation depends on both rich longitudinal data as well as careful empirical applications. We examine basic principles of empirical scientific investigation of potential causal relationships, discuss findings of recent research on causal factors of youth smoking, and evaluate evidence from the public health literature regarding the effects of cigarette advertising on youth smoking. (JEL I18, C5)