A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

Stock, James H.; Wright, Jonathan H.; Yogo, Motohiro

doi:10.1198/073500102288618658

Cited by 3,434 publications

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“…Not only is the instrument only statistically significant in the 5 th grade wave, but the point estimate of the coefficient is several times larger in that wave than any other. Moreover, only in the 5 th grade wave does the F statistic associated with the instrument exceed 10, the conventional minimum standard for the power of a continuous instrument (Stock, Wright, and Yogo, 2002). Specifically, the F statistic in the 5 th grade wave is 21.7.…”

Section: The Impact Of State Policies On Pe Time (1 St Stage Of Iv)mentioning

confidence: 99%

The impact of physical education on obesity among elementary school children

Cawley

Frisvold

Meyerhoefer

2013

Journal of Health Economics

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. www.econstor.eu The Institute for the Study of Labor (IZA) in Bonn is a local and virtual international research center and a place of communication between science, politics and business. IZA is an independent nonprofit organization supported by Deutsche Post Foundation. The center is associated with the University of Bonn and offers a stimulating research environment through its international network, workshops and conferences, data service, project support, research visits and doctoral program. IZA engages in (i) original and internationally competitive research in all fields of labor economics, (ii) development of policy concepts, and (iii) dissemination of research results and concepts to the interested public. Terms of use: Documents in D I S C U S S I O N P A P E R S E R I E SIZA Discussion Papers often represent preliminary work and are circulated to encourage discussion. Citation of such a paper should account for its provisional character. A revised version may be available directly from the author.IZA Discussion Paper No. 6807 August 2012 ABSTRACT The Impact of Physical Education on Obesity among Elementary School Children 1In response to the dramatic rise in childhood obesity, the Centers for Disease Control (CDC) and other organizations have advocated increasing the time that elementary school children spend in physical education (PE) classes. However, little is known about the effect of PE on child weight. This paper measures that effect by instrumenting for child PE time with state policies, using data from the Early Childhood Longitudinal Study, Kindergarten Cohort (ECLS-K) for 1998-2004. Results from IV models indicate that PE lowers BMI z-score and reduces the probability of obesity among 5 th graders (in particular, boys), while the instrument is insufficiently powerful to reliably estimate effects for younger children. This represents some of the first evidence of a causal effect of PE on youth obesity, and thus offers at least some support to the assumptions behind the CDC recommendations. We find no evidence that increased PE time crowds out time in academic courses or has spillovers to achievement test scores.JEL Classification: I12, I18, I21, H75, K32

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Section: The Impact Of State Policies On Pe Time (1 St Stage Of Iv)mentioning

confidence: 99%

The impact of physical education on obesity among elementary school children

Cawley

Frisvold

Meyerhoefer

2013

Journal of Health Economics

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“…the regression coefficients were highly significant with t-values ranging from 18 (one year before to one year after the reform) to 71 (eight years before to eight years after the reform). This means that we have high F-values for the instrument, meeting all the criteria for a strong instrument as proposed in the literature (Stock, Wright, & Yogo, 2002).…”

Section: First Stage Estimatesmentioning

confidence: 54%

“…This is a reasonable finding, as we expected that the implementation of the school reform would lead to an increase in years of education. Further, the instrument fulfills the formal test statistics for being a strong instrument (Stock, Wright, & Yogo, 2002). 15 Instrument exogenity requires that the implementation of the reform influences birth weight only through mothers' educational level.…”

Section: Discussionmentioning

confidence: 99%

Educated mothers, healthy infants. The impact of a school reform on the birth weight of Norwegian infants 1967–2005

Grytten

Skau

Sørensen

2014

Social Science & Medicine

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Birth weight is an important predictor of health and success in later life. Little is known about the effect of mothers' education on birth weight. A few causal analyses have been done, but they show conflicting results. We estimated the effect of mothers' education on birth weight by using data on a school reform in Norway. During the period 1960-1972, all municipalities in Norway were required to increase the number of compulsory years of schooling from seven to nine years. We used this education reform to create exogenous variation in the education variable. The education data were combined with large sets of data from the Medical Birth Registry and Statistics Norway. Since municipalities implemented the reform at different times, we have cross-sectional as well as time-series variation in the reform instrument. In the analyses, we controlled for municipality fixed effects, municipality-specific time-trends and mothers' and infants' year of birth. Using this procedure we found a fairly large effect of mothers' education on birth weight.Increasing mothers' education reduces the likelihood of low birth weight, even in a publically financed health care system. In interpreting these results it is important to keep in mind that we have examined only one channel, which is through birth weight, through which education may explain differences in health. There are other potential channels that should be explored by future research. In particular, it would be of interest to examine whether education has causal effects on the broader determinants of health, such as psychopathology, social capital and networks, and family stress and dysfunction.

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“…Historic state migration rates are a very strong instrument for contemporary community migration; the F statistic for the coefficient on the instrument in the first-stage regression was 58.5, well above the standard cutoff for a strong instrument (Stock et al, 2002) and larger than the F-statistics reported by Hildebrandt and McKenzie (2005), suggesting that the instrument they used for household migration is appropriate for an analysis of community migration.…”

Section: Analytical Strategymentioning

confidence: 84%

The mixed effects of migration: Community-level migration and birthweight in Mexico

Hamilton

Choi

2015

Social Science & Medicine

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a b s t r a c tResearch on the relationship between migration and infant health in Mexico finds that migration has mixed impacts on the risk of low birthweight (LBW). Whereas the departure and absence of household and community members are harmful, remittances are beneficial. We extend this work by considering a different measure of infant health in addition to LBW: macrosomia (i.e., heavy birthweight), which is associated with infant, child, and maternal morbidities but has a different social risk profile from LBW. We link the 2008 and 2009 Mexican birth certificates with community data from the 2000 Mexican census to analyze the association between various dimensions of community-level migration (i.e., rates of out-migration, receipt of remittances, and return migration) and the risk of LBW and macrosomia. We examine this association using two sets of models which differ in the extent to which they account for endogeneity. We find that the health impacts of migration differ depending not only on the dimension of migration, but also on the measure of health, and that they are robust to potential sources of endogeneity. Whereas community remittances and return migration are associated with lower risk of LBW, they are associated with increased risk of macrosomia. By contrast, out-migration is associated with increased risk of LBW and lower risk of macrosomia. Our analysis of endogeneity suggests that bias resulting from unmeasured differences between communities with different levels of migration may result in an underestimate of the impacts of community migration on birthweight.

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A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

Cited by 3,434 publications

References 47 publications

The impact of physical education on obesity among elementary school children

The impact of physical education on obesity among elementary school children

Educated mothers, healthy infants. The impact of a school reform on the birth weight of Norwegian infants 1967–2005

The mixed effects of migration: Community-level migration and birthweight in Mexico

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