Of the clinical and serologic candidate predictors, LASSO regression selected depression (β = 0.046, 95% CI: 0.039–0.053, p < 0.001), cystatin C (β = 0.585, 95% CI: 0.446–0.724, p < 0.001), diabetes (β = −0.279, CI: −0.372 to −0.186, p < 0.001), income (β = −0.058, CI: −0.077 to −0.039, p < 0.001), FEV1 (β = −0.266, CI: −0.315 to −0.216, p < 0.001), and educational attainment (Table 2) for inclusion. Here, CST3 is linked to major depressive disorder.