"Depressive disorders have an association with alcohol abuse or dependence and cannabis dependence. There are also reciprocal effects of suicidality and substance use. Mood disorders (including bipolar disorders — hypomania and mania) predict increased rates for cannabis use and cannabis use disorder. For anxiety disorders, results were variable."
Source
European Monitoring Centre for Drugs and Drug Addiction. Preventing later substance use disorders in at-risk children and adolescents: a review of the theory and evidence base of indicated prevention. Luxembourg: Office for Official Publications of the European Communities, 2009.
