Table 7:
OLS, IV and Upper Bounds Estimates for the Effect of BMI on Depression
| Mean (1) |
OLS (2) |
IV (3) |
IV(1) (4) |
UB of β under (A4) (5) |
UB of β (A4 & A5) (6) |
|
|---|---|---|---|---|---|---|
|
| ||||||
| Panel A: Add health | ||||||
| All | 0.15 | 0.002*** (.001) | 0.003 (.003) | 0.002 (.001) | 0.002 [.004] | 0.002 [.004] |
| Women | 0.17 | 0.004*** (.001) | 0.004 (.004) | 0.004** (.002) | 0.004 [.006] | 0.004 [.0007] |
| Men | 0.12 | −0.002 (.0010) | −0.001 (.004) | −0.002 (.002) | −0.002 [.001] | −0.001 [.002] |
| Panel B: HRS | ||||||
| All | 0.12 | 0.003*** (.001) | 0.007*** (.003) | 0.002** (.001) | 0.003 [.005] | 0.002 [.005] |
| Women | 0.14 | 0.004*** (.001) | 0.007** (.004) | 0.003* (.001) | 0.004 [.006] | .003 [.006] |
| Men | 0.09 | 0.003*** (.001) | 0.007* (.004) | 0.002 (.002) | 0.003 [.005] | 0.001 [.006] |
Notes: Add Health regressions control for age, age squared, gender, birth order, mother’s education, picture vocabulary score, PGSs for depression and education, and the first 20 ancestry-specific principal components of the genetic data. HRS regressions control for age, age squared, gender, mother’s education, PGSs for depression and education, and the first 10 ancestry-specific principal components of the genetic data. Heteroscedasticity-robust standard errors in (.)
significant at 1%
significant at 5%
significant at 10%.
The Nevo & Rosen (2012) approach is implemented using the imperfectiv command in Stata. The upper endpoint of the 95% confidence interval on the bounded parameter is given in [.].