TL:DR there are epidemiological studies showing an association between moderate drinking and good health, but few plausible reasons that this might be and good evidence that the link disappears when confounders are properly controlled for
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The New Zealand study you cite effectively controls for SES twice by removing "current not drinkers" on the grounds that this group is frequently linked to ill-health. Looks more like double accounting than "rigourous control".
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Both abstainers and current non-drinkers have worse physical health than even heavy drinkers in that study, and there is a mild +ve benefit for women even after the SES control
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Best just go full whack
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How do they determine what correction to apply when controlling for various factors?
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Depends. Usually it's based on theoretical predictions and what data is available, but there are also statistical methods that inform confounder selection
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