Since this is retrospective, couldn't this just mean that veterans who supplemented with Vitamin D were simply more likely to care about their health, and this can explain most of the reduced incidence of suicide and self-harm?
Spending a minimum of an hour per day (average) outside hasn't helped much either, but it's been more effective than supplements.
(And sun lamps + bipolar = mania...)
I can't remember the details, and don't want muddy the waters with misremember details, but think this is called Vitamin D 1.25. The doctor/hospital is able to inject you with this 'active' type your body can use if they feel it may help.
> "It may therefore be the case that those who have their vitamin D levels tested are characteristically different from those that did not receive testing."