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Title: The Dynamics of Adolescent Depression: An Instrumental Variable Quantile Regression with Fixed Effects Approach
Resulting in 1 citation.
1. Contoyannis, Paul
Li, Jinhu
The Dynamics of Adolescent Depression: An Instrumental Variable Quantile Regression with Fixed Effects Approach
Journal of the Royal Statistical Society: Series A (Statistics in Society) 180,3 (June 2017): 907-922.
Also: http://onlinelibrary.wiley.com/doi/10.1111/rssa.12225/full
Cohort(s): NLSY79 Young Adult
Publisher: Wiley Online
Keyword(s): CESD (Depression Scale); Depression (see also CESD); Family Influences; Modeling, Instrumental Variables; Socioeconomic Background; Socioeconomic Status (SES)

Permission to reprint the abstract has not been received from the publisher.

The paper employs a recently developed instrumental variable approach for the estimation of dynamic quantile regression models with fixed effects to model the dynamics of health outcomes. Our proposed estimator not only allows us to control for individual-specific heterogeneity via fixed effects in the dynamic quantile regression framework but may also reduce the bias that exists in conventional fixed effects estimation of dynamic quantile regression models with small numbers of time periods. Using data on the children of the US National Longitudinal Survey of Youth 1979 cohort, we examine the extent of true state dependence in youth depression conditional on unobserved individual heterogeneity and family socio-economic status. Our results suggest that true state dependence in youth depression among the survey respondents is very low and the observed positive association between previous and current depression is mainly due to time invariant unobserved individual heterogeneity.
Bibliography Citation
Contoyannis, Paul and Jinhu Li. "The Dynamics of Adolescent Depression: An Instrumental Variable Quantile Regression with Fixed Effects Approach." Journal of the Royal Statistical Society: Series A (Statistics in Society) 180,3 (June 2017): 907-922.