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Multiple Health Behavior Change assumes health behaviors are related to one another, although research evidence is mixed. More research is needed to understand which behaviors are most closely related and how they collectively predict health. Principle component analysis and structural equation modeling were used to establish a model showing relations between health behaviors, including fruit/vegetable consumption, aerobic and strength exercise, alcohol intake, and smoking, and how these behaviors relate to general physical and mental health functioning in a large, national sample. Although health behaviors were found to coalesce into a health-promoting factor of diet, and exercise, a better overall model fit was found when all behaviors were modeled as separate independent variables. Results suggest that health behaviors relate to one another in complex ways, with perceived health status serving as a mediating variable between specific health behaviors and a factor of physical and mental health. Future research should further investigate how other health behaviors relate to perceptions and overall health, especially among subpopulations.