In this study, boys who frequently used marijuana or participated in binge drinking were more than four times more likely to be depressed than peers who did not.

Source: "Which Comes First in Adolescence?--Sex and Drugs or Depression?" Hallfors, Denise D., Waller, Martha W., Bauer, Daniel; Ford, Carol A.; Walpern, Carolyn T., American Journal of Preventive Medicine Vol. 29, Number 3. , 2005. Page(s) 163-170.

(HT: FamilyFacts.org)