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The authors surveyed a convenience sample of 208 undergraduate students who reported that they smoked cigarettes. The primary hypothesis they tested was whether gender predicted nicotine dependence. They further tested whether depression and attachment would mediate or moderate this relationship. Hierarchical regression analyses with social desirability and smoking stage of change entered as covariates indicated that women exhibited greater nicotine dependence than men did (p < .01). Lower attachment scores fully mediated this relationship, whereas elevated depression scores moderated the relationship. These findings suggest that depression and the inability to bond with peers may promote nicotine dependence among young female students.