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Data from the 1990 Ontario Health Survey were used to investigate the association of socio-economic status with the likelihood of meeting current recommendations for four health behaviours (smoking, fat intake, alcohol consumption, and physical activity level) in adults living in Ontario (Canada). Health behaviours were categorised as ‘unhealthy’ if they did not meet current recommendations in Ontario (smoking, fat intake < 30% of dietary energy, alcohol intake < 14 units per week, low level of leisure-time physical activity). Two summary variables based on the number of ‘unhealthy’ behaviours were also examined: the crude number of ‘unhealthy’ behaviours reported and the likelihood of reporting 3 or 4 ‘unhealthy’ behaviours. Four measures of socio-economic status were used: educational achievement, household income status, source of household income, and occupational prestige. Multiple logistic and linear regression analyses were performed to explore the association of each ‘unhealthy’ behaviour and of the summary variables with socio-economic status indicators (taken independently or simultaneously), controlling for demographic characteristics. Except for the positive relationship between income status and high alcohol intake, measures of ‘unhealthy’ behaviours were inversely associated with the socio-economic indices, suggesting that individuals in lower socio-economic groups are at an increased risk for health problems.