Background: In this paper we investigate the causal relationship between suicide and a variety of socioeconomic variables. We use a panel data set of Canadian provinces, 2000 - 2008, and a set of recent panel econometric techniques in order to account for a variety of statistical specification issues. Results: We find that the social and economic determinants of suicide in Canadian provinces vary across total, male, and female counts (natural logarithms) and rates. We also find that the results vary depending on the econometric method employed. As such, separate analyses for males and females is necessary for a better understanding of the factors that impact suicide (consistent with previous research) and that the choice of statistical method impacts the results. Lastly, it is important to note the particular provinces are driving the results for particular socioeconomic variables. Conclusions: Such a result, if generalizable, has significant implications for suicide prevention policy.