Indian women who died by suicide were more likely to be married, to be from more developed states and, by a large margin, aged below 35.

by a large margin前后用逗号隔开，提示这是插入的成分。修饰的是aged below 35. 如果不插入到aged前，则可能被误读为同时修饰to be married, to be from... and (to be) aged...。通过使用插入性状语的手段，用逗号隔开，则排除了修饰前面的不定式，而只是修饰最后的（to be) aged below 35.

aged在此为形容词，通常后接表示年龄的数字。形容词短语作表语或后置定语。below在此为介词，below 35这个介词短语修饰形容词aged。