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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.

Suggested Citation

  • Denny, Kevin J., 2011. "Instrumental variable estimation of the effect of prayer on depression," Social Science & Medicine, Elsevier, vol. 73(8), pages 1194-1199.
  • Handle: RePEc:eee:socmed:v:73:y:2011:i:8:p:1194-1199 DOI: 10.1016/j.socscimed.2011.08.004
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    References listed on IDEAS

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    1. Joshua D. Angrist & Alan B. Krueger, 2001. "Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 69-85, Fall.
    2. Brañas-Garza, Pablo & Neuman, Shoshana, 2006. "Intergenerational Transmission of 'Religious Capital': Evidence from Spain," IZA Discussion Papers 2183, Institute for the Study of Labor (IZA).
    3. Kevin Denny, 2008. "Handedness and depression, evidence from a large population survey," Working Papers 200815, Geary Institute, University College Dublin.
    4. Andrew E. Clark & Orsolya Lelkes, 2005. "Deliver us from evil: religion as insurance," PSE Working Papers halshs-00590570, HAL.
    5. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
    6. 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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