One concern was our categorization of the intrinsically continuous response variable. As is commonly seen in studies of risk taking, the distribution of risky injection drug use was extremely skewed. The modal response (31.2%) was at the lower limit of zero and was not amenable to standard "normalizing" transformations, and the use of techniques like ordinal least-squares regression was untenable. Would we have observed the same association had we analyzed the continuous response? It depends on whether you use the product-moment (r=0.11, p=0.27) or rank-order (rs=0.23, p<0.02) correlation coefficient. Many would dichotomize the outcome (any risk versus no risk) and use logistic regression. We did and the results were completely consistent with those reported; an increase of one standard deviation in depression severity increased the odds (adjusted for all covariates described in the article) of any use of dirty needles (risky injection drug use) by a factor of 1.92 (z=2.42, p<0.02). We constructed a four-category ordered response to better reflect the relative risk and estimated the association by using the ordered logit model. In preparing this response, we estimated the full model by using both rank-transformed and log-transformed continuous response variables. Although neither was approximately normal, the effect of depression severity was significant with both transformations, and we are convinced of the robustness of our finding. Without providing a conceptual rationale, Mr. Shi posits that HIV status and contact with drug treatment services may moderate rather than mediate the association between depression severity and high-risk behavior involving injected drugs. We found no evidence that the association between depression severity and risky injection drug use was conditioned by either treatment contact or HIV status (relevant p values exceeded 0.50). Given our relatively small group size, the statistical power to detect moderator effects was low, and these hypotheses may merit future inquiry.