Documente Academic
Documente Profesional
Documente Cultură
( ) and
( ) by regression of Y on X. The
concentrated residual sum of square function is
( ) ( ( ), ( ), )
n n
S S = and is the value that
minimizes ( )
n
S .
27
For a review of non-linearity and multiple regimes in growth estimation, see Durlauf et. al (2004), Page 89-96.
18
To test the presence of a threshold, Hansen proposed a likelihood ratio statistic under the
null,
0
: H
0
= , which has the following functional form:
( ) ( )
( )
( )
n n
n
n
S S
LR n
S
= . The likelihood
ratio test under the null is to reject for large values of
0
( )
n
LR . The asymptotic p values for the
likelihood ratio test are given by
2 2
0
1
1 (1 exp( ( ) ))
2
n
P LR =
n
, as the distribution function for
likelihood ratio is available in a simple closed form.
They also describe a procedure to construct heteroskedasticity robust and asymptotically
correct confidence interval based on the likelihood ratio statistic ( )
n
LR .Using the Gauss
program provided by Hansen (2000), the p values in the paper are calculated using 1000
bootstrap replications.
In our analysis of threshold estimation mothers education is the threshold variable. In
contrast to our regression analysis, mothers education is used as a continuous variable. All the
other control variables are exactly the same as the third column of Table 7. Figure 1 shows the
normalized likelihood ratio sequence
*
( )
n
LR statistic as a function of the threshold variable
mothers education. The least square estimate is the value that minimizes the function
*
( )
n
LR at
$
= 5. The asymptotic 95% critical value is represented by the dotted line. Its
intersection with
*
( )
n
LR displays the confidence interval [0,8]. The value of LM statistic is 68.57
with bootstrap p value is 0.00. Therefore, LM test strongly rejects the null that there is no
threshold. Thus, the result confirm that there is a threshold at five years of mothers schooling,
implying the effect of mothers education on child health is significantly different if mother has
more than five years of education.
28
28
Hansen (2000) derives the asymptotic distribution of only OLS estimates of the threshold parameter. It cannot
deal with the case when the threshold variable is endogenous. There is no such test available at present for
endogenous threshold variable. However, we included the predicted value of mothers education from the first stage
19
Figure 1: Threshold in Mothers Education in Child Health Production Function.
VII. Conclusion
In this paper we study the effect of mothers education on child health for Nigeria.
Though the literature indicates the existence of nonlinearity and threshold in the relationship, no
attempt has been taken to examine this issue, despite its significant implications on public policy.
Regression results indicate threshold at 4-6 years of education. The problem of endogeneity of
mothers education has been taken care of with a set of new instruments. The interaction terms
between mothers birth cohorts and childhood place of residences are used as instruments for
mothers education and these capture differential access to school for the mothers. The presence
of a threshold at primary level of education found in regression results are also confirmed by
Hansen (2000). We introduce Hansen (2000), a threshold estimation technique in regression
context, to empirical micro literature. We also explore the possible causes that might give rise to
a threshold in mothers education-child health relationship. It is argued that low cognitive ability
through lower education, low quality of overall education and ineffective health education in
curricula may give rise to afixed cost, and thus to a threshold in mothers education-child health
relationship.
regression using the instruments discussed above as a threshold variable and redid the same exercise. In this case we
also find split at five years of education with LM test statistic and bootstrap p value being 64.52 and 0.000
respectively. We bootstrapped the estimated statistics using 1000 replications to correct the standard error of the
estimates.
20
References
Angrist, Joshua D and Whitney K. Newey, 1991, : Over-Identification Tests in Earnings Functions with fixed
Effects, Journal of Business and Economic Statistics, 9, 317-323.
Angrist, Joshua D. and Alan B. Krueger. 1991. Does Compulsory School Attendance Affect Schooling and
Earnings? Quarterly Journal of Economics, 106(4):979-1014.
Barnett, E, K. DE Koning, and V. Francis, 1995, Health and HIV/AIDS Education in Primary and Secondary
Schools in Africa and Asia, Education Research Paper, Liverpool School of Tropical Medicine,14, 1-168.
Bound, J .; D J aeger; and R. Baker (1996) , Problems with Instrumental Variables Estimation when the Correlation
Between the Instruments and the Endogeneous Explanatory Variable is Weak , Journal of American Statistical
Association. 90, 443-450.
Card, David, 1995, Using Geographic Variation in College Proximity to Estimate the Return to Schooling, in
Aspects of Labor Market Behaviour: Essays in Honour of John Vanderkamp, ed. By Louis N. Christofides, E.
Kenneth Grant, and Robert Swidinsky. Toronto: University of Toronto Press, 201-222.
Darlene L., et al., 2002, Association of Early Childbearing and Low Cognitive Ability Perspective on Sexual and
Reproductive Health, 2002, 34(5), 236-243.
Desai, Sonalde and Soumya Alva, 1998, Maternal Education and Child Health: Is There a Strong Causal
Relationship?, Demography, 35(1), 71-81.
Duflo, Esther. 2001. Schooling and Labor market Consequences of School Construction in Indonesia: Evidence
from Unusual Policy Experiment. American Economic Review 91(4): 795-813.
Durlauf, S. N., Paul A. Johnson and Jonathan R. Temple, 2004, Growth Econometrics, Working Paper Series,
Department of Economics, University of Wisconsin, Madison.
Glewwe, Paul and J aikishan Desai. 1999. Child Health and Mothers Schooling in Ghana. In Paul Glewwe ed.
The Economics of School Quality Investments in Developing Countries: An Empirical Study of Ghana,
London:Macmillan.
Glewwe, Paul. 1999. Why Does Mothers Schooling Raise Child Health in Developing Countries? Evidence from
Morocco. Journal of Human Resources. 34(1): 124-159.
Griliches, Zvi, 1977, Estimating the Returns to Schooling: Some Econometric Problems, Econometrica, 45, 1-22.
21
Hansen, B.E. 2000, Sample Splitting and Threshold Estimation, Econometrica, 68, 575-603.
Harmon, Colm; and Ian Walker, 1995, Estimates of the Economic Return to Schooling for the United Kingdom,
American Economic Review, 85, 1278-1286.
Kovsted, J ens, Claus C. Portner and Finn Tarp. 2003. Child Health and Mortality: Does Health Knowledge
Matter? Journal of African Economies, 11(4):542-560.
Lavy, Victor, J ohn Strauss. Duncan Thomas and Philippe de Vreyer. 1996 . "Quality of Health
Care, Survival and Health Outcomes in Ghana Journal of Health Economics, 15: 333-357.
Moja, Teboho, Nigeria Education Sector Analysis: An Analytical Synthesis of Performance and Main Issues
Prepared for the The World Bank, J anuary 2000.
Schultz, Paul, 2001, Why Governments Should Invest More to Educate Girls, World Development, 30(2): 207-
225.
Staiger, Douglas and J ames Stock, 1997, Instrumental Variables Regression with Weak Instruments,
Econometrica, 65, 557-586.
Stock, J .H.; J onathan H. Wright; and Motohiro Yogo, 2002. Journal of Business and Economic Statistics, 20(4):518-
Strauss, John and Duncan Thomas. 1995 Human Resources: household decisions and Markets In J ere Bahrman
and T.N. Srinivasan ed., The Handbook of Development Economics, 3A, Amsterdam: North Holland.
Thomas, D., 1994, Like father, Like son; Like Mother, Like Daughter, Journal of Human Resources, 29, 950-989.
Thomas, Duncan, J ohn Strauss, and Maria Helena Henriques. 1991. How does Mothers Education Affect Child
Height? The Journal of Human Resources 26(2): 183-211.
The World Bank. 2003. School Education in Nigeria, October 3, 2003. Washington DC.
22
Figure 2: Histogram Depicting the Frequency Distribution of Mothers Education.
1843
17
69
90 101 95
602
72
109
166
60
187
381
14
61
38 36
8 4
0
5
0
0
1
0
0
0
1
5
0
0
2
0
0
0
F
r
e
q
u
e
n
c
y
0 5 10 15 20
Education in single years
Table 4: Descriptive Statistics
Name of the Variable Mean Std. Deviation
HAZ -1.49 1.78
Girl 0.497 0.499
Age in Months 27.374 16.971
Fathers Age 40.001 10.028
Fathers Education 6.090 5.603
Mothers Education 4.294 4.856
Wealth Index Factor Score -0.7461 0.9774
Urban Area, % of population 36.962 0.465
Division, % of population (NE) 0.245 0.424
Division, % of population (NW) 0.27 0.467
Division, % of population (SE) 0.08 0.256
Division, % of population (SS) 0.12 0.314
Division, % of population (SW) 0.12 0.306
Division, % of population (NC) 0.18 0.318
Mothers Age 29.15 6.83
% of Mother Grew Up in Village 57.103 0.493
% of Mother Grew Up in Town 31.219 0.461
% of Mother Grew Up in a Metropolitan City 11.676 0.315
% of Mother born in 1953-59 3.106 0.177
% of Mother born in 1960-69 24.381 0.423
% of Mother born in 1974-1978 53.106 0.499
% of Mother born in 1969-1973 19.404 0.395
Mother has no education 49.001 0.500
Mother has 1-3 years of Education 4.273 0.182
Mother has 4-6 years of Education 19.733 0.392
Mother has 7-9 years of education 8.383 0.275
Mother has 10-12 years of education 15.568 0.363
Mother has13+years of education 4.001 0.190
Religion of the Mother: Christian 40.119 0.4832
Religion of the Mother: Muslim 58.274 0.4861
Religion of the Mother: Animist/Traditionalist 0.01 0.132
Religion of the Mother: Other 0.002 0.040
% of households in the neighborhood having Piped Water (%) 16.292 0.277
% of mothers in the neighborhood receiving prenatal care 64.641 .331
% of mothers in the neighborhood visited by family planning worker 4.341 .067
N 3826
23
Table 5: Variation in Average Level of Education Across Cohorts within Each Place
of Residence in Childhood
t-Statistic Indicating the Difference in Average Education
Between Different Cohorts
Difference in Cohorts Village Town City
[(1953-59) (1960-69)] 6.02 2.83 3.34
[(1953-59) (1970-79)] 5.71 4.15 5.08
[(1953-59) (1980-88)] 4.11 3.01 3.05
[(1960-69) (1970-79)] 1.26 3.62 3.47
[(1960-69) (1980-88)] 4.62 0.26 1.37
[(1970-79) (1980-88)] 4.02 4.13 5.15
Table 6: Quality of Education, by Mother Cohort and Childhood Place of Residence
Education Quality
(Standard Error)
t statistics Indicating the Difference in Education
Quality Between the Places
Cohort Village Town City (Village-Town) (Town-City) (Village-City)
1953-59 14.18
(35.01)
13.16
(34.22)
13.65 (49.35) 0.16 1.59 1.08
1960-69 12.83
(33.46)
10.68
(30.93)
12.76 (33.47) 1.06 0.68 0.02
1970-79 12.74
(33.36)
11.73
(32.20)
6.25 (24.24) 0.77 3.01 3.59
1980-88 13.38
(34.07)
13.71
(34.44)
10.79 (31.15) 0.15 0.85 0.80
Note: quality of education is captured by percentage of mothers who are illiterate but claimed to have some formal
schooling
24
Table 7: Impact of Mothers Education on Childs Height for Age : Specification I
(1) (2) (3) (4)
OLS IV OLS IV
Mothers Education 1_3 0.117 4.008 -0.133 -0.348
(0.452) (0.171) (0.379) (0.861)
Mothers Education 4_6 0.682 2.909 0.172 0.021
(0.000)** (0.002)** (0.086)+ (0.980)
Mothers Education 7_9 0.825 1.268 0.202 2.599
(0.000)** (0.084)+ (0.118) (0.046)*
Mothers Education 10_12 0.982 1.161 0.226 1.451
(0.000)** (0.010)** (0.066)+ (0.012)*
Mothers Education 13+ 1.494 7.437 0.631 5.120
(0.000)** (0.000)** (0.001)** (0.004)**
Girl Child 0.180 0.233 0.144 0.192
(0.007)** (0.011)* (0.023)* (0.011)*
Age in Months -0.102 -0.101 -0.105 -0.100
(0.000)** (0.000)** (0.000)** (0.000)**
Age Squared 0.001 0.001 0.001 0.001
(0.000)** (0.000)** (0.000)** (0.000)**
Fathers Education 0.027 0.055 0.004 0.048
(0.001)** (0.024)* (0.613) (0.203)
Fathers Age 0.009 0.001 -0.002 -0.004
(0.005)** (0.796) (0.511) (0.375)
Mothers Age -0.017 -0.029 -0.004 -0.021
(0.084)+ (0.072)+ (0.643) (0.093)+
WIFS 0.116 0.358
(0.088)+ (0.042)*
Urban Area -0.067 -0.035
(0.457) (0.772)
Piped Water (%) 0.215 0.371
(0.092)+ (0.035)*
Prenatal Care (%) 0.195 0.273
(0.197) (0.369)
Visited by FP Worker (%) 0.350 -0.066
(0.440) (0.914)
Over-identification Test (d.f.) 5.59 (8) 7.938 (8)
[P Value] [0.6927] [0.4396]
Wu-Hausman Test (d.f) 20.50 (5) 3.24 (5)
[P Value] [0.00000] [0.00636]
Durbin-Wu-Hausman Test
(d.f.)
100.31 (5) 16.27 (5)
[P Value] [0.00000] [0.00612]
Observations 3826 3826 3826 3826
R-squared 0.169 0.254
Other Controls Include: 5 Division dummies: North East, North West, South East, South South, South West
Robust p values in parentheses, +significant at 10%; * significant at 5%; ** significant at 1%
Instrument Set=Mothers birth cohort*Childhood place of residence and Muslimand Christian Religion
25
Table 8: Impact of Mothers Education on Childs Height for Age : Specification II
(1) (2) (3) (4)
OLS IV OLS IV
Mothers Education 1_5 0.391 3.201 -0.011 0.407
(0.001)** (0.149) (0.931) (0.814)
Mothers Education 6 0.702 2.337 0.191 0.644
(0.000)** (0.044)* (0.074)+ (0.112)
Mothers Education 7_8 0.789 1.001 0.187 0.278
(0.000)** (0.677) (0.231) (0.104)
Mothers Education 9 0.873 3.551 0.212 6.596
(0.000)** (0.419) (0.226) (0.084)+
Mothers Education 10_12 0.982 1.121 0.213 1.135
(0.000)** (0.013)* (0.068)+ (0.071)+
Mothers Education 13+ 1.494 7.084 0.631 3.036
(0.000)** (0.000)** (0.001)** (0.038)*
Girl Child 0.180 0.248 0.144 0.191
(0.007)** (0.008)** (0.023)* (0.026)*
Age in Months -0.102 -0.099 -0.105 -0.096
(0.000)** (0.000)** (0.000)** (0.000)**
Age Squared 0.001 0.001 0.001 0.001
(0.000)** (0.000)** (0.000)** (0.000)**
Fathers Education 0.027 0.056 0.004 0.039
(0.001)** (0.015)* (0.647) (0.023)*
Fathers Age 0.009 0.001 -0.002 -0.006
(0.003)** (0.789) (0.513) (0.351)
Mothers Age -0.017 -0.034 -0.004 -0.030
(0.092)+ (0.067)+ (0.636) (0.060)+
WIFS 0.111 -0.122
(0.100)+ (0.549)
Urban Area -0.067 -0.214
(0.458) (0.211)
Piped Water (%) 0.215 0.417
(0.109) (0.045)*
Prenatal Care (%) 0.202 0.048
(0.182) (0.812)
Visited by FP Worker (%) 0.319 0.885
(0.481) (0.373)
Over-identification Test (d.f.) 5.381 (7) 3.618 (7)
[P Value] [0.6136] [0.8226]
Wu-Hausman Test (d.f) 17.30 (6) 3.43 (6)
[P Value] [0.00000] [0.00222]
Durbin-Wu-Hausman Test (d.f.) 101.60 (6) 20.64 (6)
[P Value] [0.00000] [0.00212]
R-squared 0.168 0.254
Observations 3826 3826 3826 3826
Other Controls Include: 5 Division dummies: North East, North West, South East, South South, South West
Robust p values in parentheses, +significant at 10%; * significant at 5%; ** significant at 1%
Instrument Set=Mothers birth cohort*Childhood place of residence and Muslimand Christian Religion
26
Table 9: F Tests for First Stage Child Health Regressions (For table 7)
For Column (2) F(13, 3819) p-value
Edu 1_3 2.87 0.0004
Edu 4_6 11.02 0.0000
Edu 7_9 10.21 0.0000
Edu 10_12 17.61 0.0000
Edu 13+ 4.88 0.0000
For Column (4) F(13, 3807) p-value
Edu 1_3 2.68 0.0002
Edu 4_6 4.90 0.0000
Edu 7_9 6.97 0.0000
Edu 10_12 8.23 0.0000
Edu 13+ 3.41 0.0000
F Tests for First Stage Child Health Regressions (For Table 8)
For Column (2) F( 13, 3819) p-value
Edu 1_5 4.14 0.0000
Edu 6 6.60 0.0000
Edu 7_8 5.45 0.0000
Edu 9 4.69 0.0000
Edu 10_12 16.81 0.0000
Edu 13+ 5.72 0.0000
For Column (4) F( 13, 3807) p-value
Edu 1_5 2.43 0.0028
Edu 6 3.69 0.0000
Edu 7_8 4.27 0.0000
Edu 9 3.24 0.0001
Edu 10_12 8.56 0.0000
Edu 13+ 4.53 0.0000
Instrument Set =Mothers birth cohort*Childhood place of residence and Muslim and Christian
Religion.
27
Table 10: Impact of Mothers Education on Childs HAZ; Robust Estimates in the Presence of Weak Instruments
LIML Fuller BATSLS Nagar J IVE
Mothers Education 1_3 -0.347 -0.319 -1.685 -0.918 2.662
(0.856) (0.861) (0.749) (0.788) (0.143)
Mothers Education 4_6 0.095 0.123 -0.683 -0.306 1.464
(0.908) (0.876) (0.722) (0.815) (0.153)
Mothers Education 7_9 2.558 2.497 4.127 3.379 2.319
(0.042)* (0.037)* (0.240) (0.134) (0.058)+
Mothers Education 10_12 1.479 1.472 1.659 1.570 1.017
(0.009)** (0.008)** (0.042)* (0.020)* (0.061)+
Mothers Education 13+ 5.208 5.151 5.557 5.609 4.652
(0.003)** (0.002)** (0.098)+ (0.026)* (0.001)**
Girl Child 0.191 0.190 0.215 0.204 0.213
(0.011)* (0.011)* (0.022)* (0.014)* (0.000)**
Age -0.100 -0.100 -0.098 -0.099 -0.099
(0.000)** (0.000)** (0.000)** (0.000)** (0.000)**
Age Squared 0.001 0.001 0.001 0.001 0.001
(0.000)** (0.000)** (0.000)** (0.000)** (0.000)**
Fathers Education 0.049 0.048 0.057 0.055 0.031
(0.003)** (0.003)** (0.011)* (0.006)** (0.017)*
Fathers Age -0.004 -0.004 -0.005 -0.004 -0.003
(0.372) (0.374) (0.400) (0.371) (0.467)
Mothers Age -0.021 -0.021 -0.024 -0.024 -0.008
(0.091)+ (0.092)+ (0.119) (0.098)+ (0.374)
WIFS -0.353 -0.345 -0.516 -0.449 -0.128
(0.044)* (0.044)* (0.079)+ (0.050)* (0.403)
North East -0.418 -0.413 -0.549 -0.487 -0.233
(0.009)** (0.008)** (0.089)+ (0.033)* (0.119)
North West -0.959 -0.956 -1.028 -0.994 -0.775
(0.000)** (0.000)** (0.000)** (0.000)** (0.000)**
South East -0.027 -0.025 -0.092 -0.060 -0.032
(0.902) (0.909) (0.760) (0.816) (0.834)
South South -0.082 -0.076 -0.232 -0.157 0.085
(0.726) (0.738) (0.606) (0.628) (0.529)
South West -0.411 -0.410 -0.461 -0.432 -0.207
(0.017)* (0.015)* (0.101) (0.050)* (0.120)
Urban Area -0.032 -0.034 0.035 -0.000 -0.054
(0.789) (0.772) (0.876) (1.000) (0.553)
Piped Water (%) 0.374 0.372 0.437 0.408 0.220
(0.035)* (0.035)* (0.068)+ (0.046)* (0.102)
Prenatal Care (%) 0.229 0.220 0.499 0.367 -0.248
(0.426) (0.432) (0.456) (0.414) (0.349)
Visited by FP Worker (%) -0.063 -0.052 -0.325 -0.202 0.419
(0.917) (0.930) (0.719) (0.784) (0.396)
Observations 3804 3804 3804 3804 3804
Robust p values in parentheses, +significant at 10%; * significant at 5%; ** significant at 1%
28
F test for testing the equality of education dummies: Table 7, Column 4.
. test edu1_3 edu4_6;
( 1) edu1_3 =0
( 2) edu4_6 =0
chi2( 2) = 0.04
Prob >chi2 = 0.9818
. test edu4_6 edu7_9;
( 1) edu4_6 =0
( 2) edu7_9 =0
chi2( 2) = 5.23
Prob >chi2 = 0.0731
. test edu4_6 edu10_12;
( 1) edu4_6 =0
( 2) edu10_12 =0
chi2( 2) = 6.34
Prob >chi2 = 0.0421
. test edu4_6 eduh;
( 1) edu4_6 =0
( 2) eduh =0
chi2( 2) = 8.99
Prob >chi2 = 0.0112
. test edu1_3 =edu4_6;
( 1) edu1_3 - edu4_6 =0
chi2( 1) = 0.04
Prob >chi2 = 0.8479
. test edu4_6=edu7_9;
( 1) edu4_6 - edu7_9 =0
chi2( 1) = 2.92
Prob >chi2 = 0.0655
. test edu4_6 =edu10_12;
( 1) edu4_6 - edu10_12 =0
chi2( 1) = 2.99
Prob >chi2 = 0.0579
29
. test edu4_6 =eduh;
( 1) edu4_6 - eduh =0
chi2( 1) = 8.49
Prob >chi2 = 0.0036
. test edu1_3=edu7_9;
( 1) edu1_3 - edu7_9 =0
chi2( 1) = 2.10
Prob >chi2 = 0.0941
. test edu1_3=edu10_12;
( 1) edu1_3 - edu10_12 =0
chi2( 1) = 7.69
Prob >chi2 = 0.0060
. test edu1_3=eduh;
( 1) edu1_3 - eduh =0
chi2( 1) = 7.06
Prob >chi2 = 0.0079
. test edu4_6 edu7_9 edu10_12 eduh;
( 1) edu4_6 =0
( 2) edu7_9 =0
( 3) edu10_12 =0
( 4) eduh =0
chi2( 4) = 18.96
Prob >chi2 = 0.0008
. test edu1_3 edu4_6 edu7_9 edu10_12 eduh;
( 1) edu1_3 =0
( 2) edu4_6 =0
( 3) edu7_9 =0
( 4) edu10_12 =0
( 5) eduh =0
chi2( 5) = 19.03
Prob >chi2 = 0.0019
. test edu7_9 edu10_12 eduh;
( 1) edu7_9 =0
( 2) edu10_12 =0
( 3) eduh =0
chi2( 3) = 18.92
Prob >chi2 = 0.0003
30