It's fine. "Themselves" refers to "adolescents who overestimated the prevalence of smoking among their peers". It does not refer to "to smoke".
Lots of people smoke. I smoke myself.
People who think smoking is cool are more likely to smoke themselves.
In those cases and in your original example, you can remove the reflexive part and the sentence will still make sense. It will lose a little "je ne sais quoi"!