Ok, a causality issue. Causality is notoriously a tricky question. We think about it as a line from cause to effect. It is best to think about it in several dimensions. Certainly we start wit the line. If the line is cut, does the effect stop? Did the line start at the same time? Furthermore, can the line be broken into parts. If A goes to B, is there evidence for something in the pathway between the two? Along with this is seeing how likely the line of connection is, from other evidence. Are there other lines that can be drawn from other causes that are more likely? In this case, changes in age or hormone levels or diet can affect hair. Can the stress of stopping smoking? can the stroke and other illnesses be more likely. Nicotine has a minimal effect on hair loss because it causes some change in circulation and this changes the hair. If you see cold tips of fingers this would support this connection. Going off of nicotine and seeing either a change in circulation (takes a day) or a change in the air (takes a month) this could furtherr support things. I doubt it.