Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimating the Effects of Physician Advice on Calorie Consumption

B-Tier
Journal: Journal of Applied Econometrics
Year: 2025
Volume: 40
Issue: 5
Pages: 540-553

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We describe two‐step control function estimation procedures for estimating average treatment effects in constant coefficient endogenous switching models with a binary treatment. We allow for additional heterogeneity by allowing for heteroskedasticity in the latent error in the treatment assignment equation. We apply our estimation procedures to evaluate the causal effect of physician advice on calorie consumption using National Health and Nutritional Examination data (2007–2016) and find that the effect of physician advice to lose weight on average calorie consumption roughly doubles compared to the traditional methods. Our findings recognize physician advice as a relevant low‐cost intervention in the campaign against rising obesity.

Technical Details

RePEc Handle
repec:wly:japmet:v:40:y:2025:i:5:p:540-553
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29