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Smoking Persistence Across Countries: An Analysis Using Semi-Parametric Dynamic Panel Data Models with Selectivity

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Author Info
Christelis, Dimitris () (University of Naples, Federico II)
Sanz-de-Galdeano, Anna () (Universitat Autònoma de Barcelona)

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Abstract

We study smoking persistence in ten countries using data from the European Community Household Panel. Such persistence may be due to true state dependence but may also reflect individual unobserved heterogeneity. We distinguish between the two by using semi-parametric dynamic panel data methods applied to both the decision to smoke or not and to the decision on the number of cigarettes smoked. Our model allows for correlation of the two time-varying error terms, i.e. for selectivity. We find that for both smoking decisions true state dependence is in general much smaller when unobserved individual heterogeneity is taken into account, and we also uncover large differences in true state dependence across countries. Finally, we find that taking into account heaping in the reported number of cigarettes smoked considerably improves the fit of our model.

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Publisher Info
Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 4336.

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Length: 47 pages
Date of creation: Jul 2009
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Handle: RePEc:iza:izadps:dp4336

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Related research
Keywords: smoking; panel data; selectivity;

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Find related papers by JEL classification:
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data
C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
I10 - Health, Education, and Welfare - - Health - - - General
I12 - Health, Education, and Welfare - - Health - - - Health Production

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References listed on IDEAS
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    Other versions:
  3. David M. Cutler & Edward L. Glaeser, 2006. "Why Do Europeans Smoke More than Americans?," NBER Working Papers 12124, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Other versions:
  5. Jonathan Gruber & Jonathan Zinman, 2000. "Youth Smoking in the U.S.: Evidence and Implications," NBER Working Papers 7780, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Chaloupka, Frank, 1991. "Rational Addictive Behavior and Cigarette Smoking," Journal of Political Economy, University of Chicago Press, vol. 99(4), pages 722-42, August. [Downloadable!] (restricted)
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  12. Donna B. Gilleskie & Koleman S. Strumpf, 2000. "The Behavioral Dynamics of Youth Smoking," NBER Working Papers 7838, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  14. Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318 Elsevier. [Downloadable!] (restricted)
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  1. Maria L. Loureiro & Anna Sanz-de-Galdeano & Daniela Vuri, 2009. "Smoking Habits: Like Father, Like Son, Like Mother, Like Daughter," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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