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Instrumental variable estimation of the effect of prayer on depression

  • Denny, Kevin J.

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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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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  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. Douglas Staiger & James H. Stock, 1994. "Instrumental Variables Regression with Weak Instruments," NBER Technical Working Papers 0151, National Bureau of Economic Research, Inc.
  3. Kevin Denny, 2008. "Handedness and Depression - Evidence from a Large Population Survey," Working Papers 200814, School Of Economics, University College Dublin.
  4. 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.
  5. Andrew Clark & Orsolya Lelkes, 2006. "Deliver us from Evil: Religion as insurance," Papers on Economics of Religion 06/03, Department of Economic Theory and Economic History of the University of Granada..
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