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Objective: To examine unique and common predictors of tobacco smoking, binge drinking, cannabis smoking, early sexual intercourse and multiple health risk behaviours. Study design: Cross-sectional survey study. Methods: The Dutch Health Behaviour in School-aged Children (HBSC) study was used to provide data on 1742 adolescents aged 15 and 16 years of age. This study focused on a variety of individual and environmental predictors of health risk behaviours, tapping into four domains (mental health, family, peers and school), retrieved by adolescent self-reports and corrected for sociodemographic variables. Logistic and linear regression analyses were performed. Results: Unique predictors (i.e. gender, low and very low education level, general health, hyperactivity problems, conduct problems, incomplete family, religion, knowledge of mother, parental rules on alcohol drinking, time spent with friends, number of friends, perceived tobacco use of classmates, truancy) were identified. In addition, common predictors (i.e. permissive rules on alcohol drinking and much time spent with friends) were also identified, explaining an increase in engagement in all investigated health risk behaviours in adolescence, including multiple risk behaviours. Conclusions: A prevention strategy targeting restrictive parenting and time spent with friends may be effective to reduce/discourage engagement in health risk behaviours. [ABSTRACT FROM AUTHOR]