Department of Public Health Sciences

Instrumental variables technique: cigarette price provided better estimate of effects of smoking on SF-12

Leigh JP, Schembri M

J. Clinical Epidemiology. 2004. 57(3):284-293.

Objective: Debate surrounds the usefulness of the instrumental variables (IV) technique for medical research. The choice of an instrument for the technique has been contentious. This study estimated the effects of smoking on physical functional status. We chose an especially valid and strong instrument: cigarette price. Study Design and Setting: The data were a nationally representative cross-sectional sample of 34,288 persons aged 30 to 91 in 1996-1997. The sample was drawn from the Community Tracking Study. Number of cigarettes smoked per day was predicted by the average cigarette price for the state in which the subject resided. The outcome measure was physical functional status and was measured by the SF-12 physical functional index. Results: In multivariable models we found the following: cigarettes per day was strongly and negatively associated with the SF-12 index (P < .001); cigarette price was strongly and negatively associated with cigarettes per day (P = .002); the predicted cigarettes per day (the IV) was strongly and negatively associated with the SF-12 index in linear regression and tobit regression (P = .047 and P = .021). Conclusion: Estimated coefficients from the IV method suggested that the effect of smoking on physical functional status was substantially larger than estimates that relied on conventional methods. (

Keywords: econometrics; two-stage least squares; tobit

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