Another thing that epidemiologic studies have established convincingly is that wealth associates with less heart disease and better health, at least in developed countries. The studies have been unable to establish why this is so, but this, too, is part of the healthy-user problem and a possible confounder of the hormone-therapy story and many of the other associations these epidemiologists try to study. George Davey Smith, who began his career studying how socioeconomic status associates with health, says one thing this research teaches is that misfortunes “cluster” together. Poverty is a misfortune, and the poor are less educated than the wealthy; they smoke more and weigh more; they’re more likely to have hypertension and other heart-disease risk factors, to eat what’s affordable rather than what the experts tell them is healthful, to have poor medical care and to live in environments with more pollutants, noise and stress. Ideally, epidemiologists will carefully measure the wealth and education of their subjects and then use statistical methods to adjust for the effect of these influences — multiple regression analysis, for instance, as one such method is called — but, as Avorn says, it “doesn’t always work as well as we’d like it to.”

The Nurses’ investigators have argued that differences in socioeconomic status cannot explain the associations they observe with H.R.T. because all their subjects are registered nurses and so this “controls” for variations in wealth and education. The skeptics respond that even if all registered nurses had identical educations and income, which isn’t necessarily the case, then their socioeconomic status will be determined by whether they’re married, how many children they have and their husbands’ income. “All you have to do is look at nurses,” Petitti says. “Some are married to C.E.O.’s of corporations and some are not married and still living with their parents. It cannot be true that there is no socioeconomic distribution among nurses.” Stampfer says that since the Women’s Health Initiative results came out in 2002, the Nurses’ Health Study investigators went back into their data to examine socioeconomic status “to the extent that we could” — looking at measures that might indirectly reflect wealth and social class. “It doesn’t seem plausible” that socioeconomic status can explain the association they observed, he says. But the Nurses’ investigators never published that analysis, and so the skeptics have remained unconvinced.

The Bias of Compliance

A still more subtle component of healthy-user bias has to be confronted. This is the compliance or adherer effect. Quite simply, people who comply with their doctors’ orders when given a prescription are different and healthier than people who don’t. This difference may be ultimately unquantifiable. The compliance effect is another plausible explanation for many of the beneficial associations that epidemiologists commonly report, which means this alone is a reason to wonder if much of what we hear about what constitutes a healthful diet and lifestyle is misconceived.

The lesson comes from an ambitious clinical trial called the Coronary Drug Project that set out in the 1970s to test whether any of five different drugs might prevent heart attacks. The subjects were some 8,500 middle-aged men with established heart problems. Two-thirds of them were randomly assigned to take one of the five drugs and the other third a placebo. Because one of the drugs, clofibrate, lowered cholesterol levels, the researchers had high hopes that it would ward off heart disease. But when the results were tabulated after five years, clofibrate showed no beneficial effect. The researchers then considered the possibility that clofibrate appeared to fail only because the subjects failed to faithfully take their prescriptions.

As it turned out, those men who said they took more than 80 percent of the pills prescribed fared substantially better than those who didn’t. Only 15 percent of these faithful “adherers” died, compared with almost 25 percent of what the project researchers called “poor adherers.” This might have been taken as reason to believe that clofibrate actually did cut heart-disease deaths almost by half, but then the researchers looked at those men who faithfully took their placebos. And those men, too, seemed to benefit from adhering closely to their prescription: only 15 percent of them died compared with 28 percent who were less conscientious. “So faithfully taking the placebo cuts the death rate by a factor of two,” says David Freedman, a professor of statistics at the University of California, Berkeley. “How can this be? Well, people who take their placebo regularly are just different than the others. The rest is a little speculative. Maybe they take better care of themselves in general. But this compliance effect is quite a big effect.”

The moral of the story, says Freedman, is that whenever epidemiologists compare people who faithfully engage in some activity with those who don’t — whether taking prescription pills or vitamins or exercising regularly or eating what they consider a healthful diet — the researchers need to account for this compliance effect or they will most likely infer the wrong answer. They’ll conclude that this behavior, whatever it is, prevents disease and saves lives, when all they’re really doing is comparing two different types of people who are, in effect, incomparable.

This phenomenon is a particularly compelling explanation for why the Nurses’ Health Study and other cohort studies saw a benefit of H.R.T. in current users of the drugs, but not necessarily in past users. By distinguishing among women who never used H.R.T., those who used it but then stopped and current users (who were the only ones for which a consistent benefit appeared), these observational studies may have inadvertently focused their attention specifically on, as Jerry Avorn says, the “Girl Scouts in the group, the compliant ongoing users, who are probably doing a lot of other preventive things as well.”