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Instrumental variable estimation of the effect of prayer on depression

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  • Denny, Kevin J.

Abstract

This paper uses a cross-country representative sample of Europeans over the age of 50 to analyse whether individuals’ religiosity is associated with higher levels of well-being as a large number of studies by mental health researchers and economists have suggested. It is shown that in simple models which take no account of possible simultaneity that religiosity, as measured by the frequency of prayer, is associated with a higher level of depression. To circumvent possible reverse causality, the paper utilises a quasi-experimental/instrumental variable design which allows one to interpret the findings as causal. This leads to the conclusion that prayer has a positive effect i.e. it leads to a lower level of depressive symptoms.

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Bibliographic Info

Article provided by Elsevier in its journal Social Science & Medicine.

Volume (Year): 73 (2011)
Issue (Month): 8 ()
Pages: 1194-1199

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Handle: RePEc:eee:socmed:v:73:y:2011:i:8:p:1194-1199

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Related research

Keywords: Depression; Mental health; Religion; Prayer; Instrumental variables; Endogeneity; Europe;

References

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  1. Joshua Angrist & Alan Krueger, 2001. "Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments," Working Papers 834, Princeton University, Department of Economics, Industrial Relations Section..
  2. Andrew E. Clark & Orsolya Lelkes, 2005. "Deliver us from evil: religion as insurance," PSE Working Papers halshs-00590570, HAL.
  3. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
  4. Kevin Denny, 2008. "Handedness and depression, evidence from a large population survey," Working Papers 200815, Geary Institute, University College Dublin.
  5. Cebu Study Team, 1992. "A child health production function estimated from longitudinal data," Journal of Development Economics, Elsevier, vol. 38(2), pages 323-351, April.
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