iniquity - wrong done to them (Isa 5:4; Mic 6:3; compare Deu 32:4).
walked after vanity - contrasted with “walkest after me in the wilderness” (Jer 2:2): then I was their guide in the barren desert; now they take idols as their guides.
vanity ... vain - An idol is not only vain (impotent and empty), but vanity itself. Its worshippers acquire its character, becoming vain as it is (Deu 7:26; Psa 115:8). A people’s character never rises above that of its gods, which are its “better nature” [Bacon] (2Ki 17:15; Jon 2:8).