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. Author manuscript; available in PMC: 2016 Jan 31.
Published in final edited form as: J Econ Behav Organ. 2014 Dec 19;110:78–90. doi: 10.1016/j.jebo.2014.12.014

Table 5. Difference GMM estimation of smoking participation by host country, sex, and immigrant status.

Australia USA


British Native Other British Native Other

Males
 Culture 0.233 [0.104]* 0.035 [0.022] -0.009 [0.090] 0.144 [0.030]* 0.082 [0.042] 0.020 [0.056]
 Lagged sm. participation 0.356 [0.023]* 0.592 [0.098]* 0.717 [0.209]* 0.877 [0.031]* 0.793 [0.047]* 0.801 [0.064]*
 Person-year observations 10237 70281 8281 56792 84070 54468
 No. of persons/Instruments 367/33 2378/199 275/29 1874/180 2906/209 2304/103
 Hansen test (for lagged instruments) 22.7 (0.703) 202.8 (0.300) 20.1 (0.634) 170.1 (0.570) 151.7 (0.997) 85.7 (0.787)
 Difference-in-Hansen test (for independent variables) 5.5 (0.356) 7.0 (0.222) 4.6 (0.461) 6.6 (0.251) 7.5 (0.186) 6.7 (0.240)
Females
 Culture 0.395 [0.113]* 0.069 [0.062] -0.046 [0.131] 0.093 [0.037]* -0.015 [0.018] -0.014 [0.033]
 Lagged sm. participation 0.515 [0.177]* 0.857 [0.029]* 0.618 [0.125]* 0.966 [0.019]* 0.883 [0.034]* 0.950 [0.054]*
 Person-year observations 10717 79807 8014 59017 93556 59956
 No. of persons/Instruments 380/48 2710/291 272/29 1926/251 3160/253 2437/105
 Hansen test (for lagged instruments) 46.2 (0.302) 287.4 (0.450) 20.0 (0.640) 234.1 (0.681) 229.3 (0.785) 91.9 (0.682)
 Difference-in-Hansen test (for independent variables) 4.5 (0.484) 3.6 (0.608) 9.2 (0.102) 0.5 (0.993) 5.3 (0.378) 2.1 (0.833)

Notes: Regressions control for log taxes, log GDP per capita, age and age squared. Windmeijer-corrected standard errors are in brackets. Probability values are in parentheses.

*

significantly differs from zero with a probability value<0.05. In all specifications estimated for Natives and Others culture is sex-specific. For British immigrants culture corresponds to the gender of each individual's British parent when only one parent was born in the UK, and is the mean of male and female cohorts for individulas with both parents born in the UK.