A new study says binge drinking, smoking, and illegal drug use may be used to cope with depression and anxiety. Poor mental health leads to unhealthy behaviors in low-income adults - not the other way around, according to a new study. In this study, stress and anxiety predicted subsequent health-compromising behaviors, such as smoking, binge drinking, illegal drug use, unprotected sex and unhealthy diets. One possible explanation for these findings is that health compromising behaviors may be used as coping mechanisms to manage the effects of stress and anxiety.