Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimating the Effects of Physician Advice on Calorie Consumption

被引：0

作者：

Joshi, Riju ^{[1
]}

Wooldridge, Jeffrey M. ^{[2
]}

机构：

[1] Portland State Univ, Dept Econ, Portland, OR 97201 USA

[2] Michigan State Univ, Dept Econ, E Lansing, MI USA

来源：

JOURNAL OF APPLIED ECONOMETRICS | 2025年

关键词：

average treatment effect; conditional linear projection; endogenous switching models; heteroskedasticity; physician advice; sieve estimation; UNITED-STATES; REGRESSION; IDENTIFICATION; INFORMATION; TRENDS;

D O I：

10.1002/jae.3130

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We describe two-step control function estimation procedures for estimating average treatment effects in constant coefficient endogenous switching models with a binary treatment. We allow for additional heterogeneity by allowing for heteroskedasticity in the latent error in the treatment assignment equation. We apply our estimation procedures to evaluate the causal effect of physician advice on calorie consumption using National Health and Nutritional Examination data (2007-2016) and find that the effect of physician advice to lose weight on average calorie consumption roughly doubles compared to the traditional methods. Our findings recognize physician advice as a relevant low-cost intervention in the campaign against rising obesity.

引用

页数：14