Оценивание эффектов воздействия на порядковые показатели в многомерных моделях упорядоченного выбора
DOI:
https://doi.org/10.22394/1993-7601-2026-81-68-92Ключевые слова:
иерархическая система уравнений, многомерная порядковая пробит модель, эндогенность, неслучайный отбор, эффекты воздействия, аддиктивные блага, стрессАннотация
В работе рассматривается задача оценивания эффектов воздействия на порядковые показатели при нарушении предположения об условной независимости между переменной воздействия и зависимой переменной. Предлагается расширение существующих подходов с помощью параметрического метода на основе иерархических систем уравнений упорядоченного выбора. Получены аналитические формулы для расчета средних эффектов воздействия и средних предельных эффектов объясняющих переменных в контексте многомерных порядковых пробит-моделей в условиях эндогенности переменной воздействия и неслучайного отбора наблюдений для порядковой переменной исхода. Эмпирическая часть работы посвящена изучению влияния стресса на потребление аддиктивных благ на основе данных опроса NSDUH (США) за 2020–2023 гг. Установлено значимое влияние стресса на склонность к аддиктивному поведению, оценены эффекты воздействия различных уровней стресса на вероятность и частоту потребления аддиктивных благ. Сравнение полученных оценок с оценками модели без учета эндогенности воздействия демонстрируют необходимость оценивания иерархических систем для корректного определения количественного влияния стресса. Показано, что вероятность потребления психоактивных веществ устойчиво возрастает при увеличении уровня стресса, причем женщины оказываются более уязвимыми к воздействию стресса. Продемонстрировано, что влияние стресса на аддиктивное поведение варьируется в зависимости от социально-экономических характеристик респондентов.Скачивания
Библиографические ссылки
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Chesher A., Smolinski K. (2012). IV models of ordered choice. Journal of Econometrics, 166 (1), 33–48. DOI: 10.1016/j.jeconom.2011.06.004.
Cleck J. N., Blendy J. A. (2008). Making a bad thing worse: Adverse effects of stress on drug addiction. The Journal of Clinical Investigation, 118 (2), 454–461. DOI: 10.1172/JCI33946.
De Goeij M. C., Suhrcke M., Toffolutti V., van de Mheen D., Schoenmakers T. M., Kunst A. E. (2015). How economic crises affect alcohol consumption and alcohol-related health problems: A realist systematic review. Social Science & Medicine, 131, 131–146. DOI: 10.1016/j.socscimed.2015.02.025.
Fergusson D. M., Boden J. M., Horwood L. J. (2011). Structural models of the comorbidity of internalizing disorders and substance use disorders in a longitudinal birth cohort. Social Psychiatry and Psychiatric Epidemiology, 46 (10), 933–942. DOI: 10.1007/s00127-010-0268-1.
Gfroerer J. C., Larson S. L., Colliver J. D. (2007). Drug use patterns and trends in rural communities. The Journal of Rural Health, 23 (1), 10–15. DOI: 10.1111/j.1748-0361.2007.00118.x.
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Han S., Vytlacil E. J. (2017). Identification in a generalization of bivariate probit models with dummy endogenous regressors. Journal of Econometrics, 199 (1), 63–73. DOI: 10.1016/j.jeconom.2017.04.001.
Horwood L. J., Fergusson D. M., Coffey C., Patton G. C., Tait R., Smart D., Letcher P., Silins E., Hutchinson D. M. (2012). Cannabis and depression: An integrative data analysis of four Australasian cohorts. Drug and Alcohol Dependence, 126 (3), 369–378. DOI: 10.1016/j.drugalcdep.2012.06.002.
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Knaus M. C., Lechner M., Strittmatter A. (2021). Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence. The Econometrics Journal, 24 (1), 134–161. DOI: 10.1093/ectj/utaa014.
Lederbogen F., Kirsch P., Haddad L., Streit F., Tost H., Schuch P., Wüst S., Pruessner J. C., Rietschel M., Deuschle M., Meyer-Lindenberg A. (2011). City living and urban upbringing affect neural social stress processing in humans. Nature, 474 (7352), 498–501. DOI: 10.1038/nature10190.
Madden D. (2008). Sample selection versus two-part models revisited: The case of female smoking and drinking. Journal of Health Economics, 27 (2), 300–307. DOI: 10.1016/j.jhealeco.2007.07.001.
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Negrao A., Deuster P., Gold P., Singh A., Chrousos G. (2000). Individual reactivity and physiology of the stress response. Biomedicine & Pharmacotherapy, 54 (3), 122–128. DOI: 10.1016/S0753-3322(00)89044-7.
Peltier M. R., Verplaetse T. L., Mineur Y. S., Petrakis I. L., Cosgrove K. P., Picciotto M. R., McKee S. A. (2019). Sex differences in stress-related alcohol use. Neurobiology of Stress, 10, 100149. DOI: 10.1016/j.ynstr.2018.100149.
Rubin D. B. (1974). Estimating causal effects of treatments in randomized and nonrandomized studies. Journal of Educational Psychology, 66 (5), 688–701. DOI: 10.1037/H0037350.
Ruhm C. J., Black W. E. (2002). Does drinking really decrease in bad times? Journal of Health Economics, 21 (4), 659–678. DOI: 10.1016/s0167-6296(02)00033-4.
Ruisoto P., Contador I. (2019). The role of stress in drug addiction. An integrative review. Physiology & Behavior, 202, 62–68. DOI: 10.1016/j.physbeh.2019.01.022.
SAMHSA (2024). Key substance use and mental health indicators in the United States: Results from the 2023 National Survey on Drug Use and Health. HHS Publication No. PEP24-07-021, NSDUH Series H-59. Center for Behavioral Health Statistics and Quality. https://www.samhsa.gov/data/report/2023-nsduh-annual-national-report.
Sinha R. (2008). Chronic stress, drug use, and vulnerability to addiction. Annals of the New York Academy of Sciences, 1141 (1), 105–130. DOI: 10.1196/annals.1441.030.
Smith V. K., Taylor Jr. D. H., Sloan F. A., Johnson F. R., Desvousges W. H. (2001). Do smokers respond to health shocks? Review of Economics and Statistics, 83 (4), 675–687.
Sorge J. T., Young M., Maloney-Hall B., Sherk A., Kent P., Zhao J., Stockwell T., Perlova K., Macdonald S., Ferguson B. (2020). Estimation of the impacts of substance use on workplace productivity: A hybrid human capital and prevalence-based approach applied to Canada. Canadian Journal of Public Health, 111 (2), 202–211. DOI: 10.17269/s41997-019-00271-8.
Torres O. V., O’Dell L. E. (2016). Stress is a principal factor that promotes tobacco use in females. Progress in Neuro-Psychopharmacology and Biological Psychiatry, 65, 260–268. DOI: 10.1016/j.pnpbp.2015.04.005.
Verplaetse T. L., Peltier M. R., Roberts W., Pittman B., McKee S. A. (2021). Gender and past year serious psychological distress are associated with past year AUD: Time-varying results from the National Survey on Drug Use and Health (NSDUH; 2008–2017). Addictive Behaviors, 116, 106815. DOI: 10.1016/j.addbeh.2020.106815.
Vytlacil E. (2006). Ordered discrete-choice selection models and local average treatment effect assumptions: Equivalence, nonequivalence, and representation results. The Review of Economics and Statistics, 88 (3), 578–581. DOI: 10.1162/rest.88.3.578.
