Many studies report J- or U-shaped curves in describing the association between level of alcohol consumption and mortality. J-shaped curves may, however, be the result of complex associations between psychosocial and other confounding factors and health, rather than a simple causal association derived from the biological effects of alcohol. In this review, nine methodological issues are discussed: age and sex, causes of death, characteristics of abstainers, drinking pattern, smoking, diet, physical activity, social support and personality, and psychopathology.