Really great take on vitamins by fivethirtyeight blog:
http://fivethirtyeight.com/features/...your-vitamins/
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Given the consistency of these results large effects in observational data, nothing in randomized trials its worth asking what might be going on to better understand whether or not other relationships we see in observational data on vitamins are likely to be replicated in randomized trials.
One glaring issue is whether people who take vitamins are different from those who do not, and whether those differences also relate to differences in health. To give a sense of just how closely the patterns line up, the chart below shows the relationship between education and taking vitamin D supplements (in the 2009-2010 NHANES), and also the relationship between education and whether the individual is overweight or has diabetes. The chart also shows the same thing for race.
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It is therefore not surprising that when randomized data comes along, the results are very different. And of course this should lead us to be equally cautious when the next new, non-randomized study arrives to tell us what we should or should not add to our diets.
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Basically, don't believe everything am observational study tells you