Davey Smith et al (2000) used a 20-year Scottish cohort study to assess the observation that height is inversely related to respiratory disease, cardiac disease, and stroke -- that is, that shorter people are at greater risk. Louis Israel Dublin (1949) noted the correlation between short stature and shorter life in his statistical studies in the early 20th century. Davey Smith's study found that the strongest association between height and death was for respiratory disease, and that when forced expiratory volume (FEV) was controlled for, this correlation was reduced, suggesting that respiratory function may simply be related to overall size. However, for certain cancers, cardiac disease, and stroke, shorter height still showed a correlation with higher risk, even after adjusting for socioeconomic factors, which had long been thought to be the cause of both the shorter height and the higher disease risk. Davey Smith et al found that height was associated equally with stroke risk and cardiac risk for women, but more so for stroke than cardiac risk for men.
Jousilahti et al (2000), in a similar Finnish study, were not able to disassociate the risk-height relationship from socioeconomic status. Interestingly, the Finnish study found that, for men, risk of violent death also increased with shorter height.
I was curious about this because of a conversation I had about six years ago where I was complaining about my height to another short friend of mine. He mentioned that shorter people lived longer, and at the time, I believed him. Since we already know that women tend to be shorter and women tend to live longer, I thought that perhaps some of the women's mortality advantage might be tied to height, but it appears my friend was just wrong. The socioeconomic impact on height and later health makes a lot of sense to me; I'd have to take a much closer look at how the Scottish study controlled for this to be really convinced.