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Published in: The European Journal of Health Economics 7/2014

Open Access 01-09-2014 | Original Paper

Persistence of physical activity in middle age: a nonlinear dynamic panel approach

Authors: Narimasa Kumagai, Seiritsu Ogura

Published in: The European Journal of Health Economics | Issue 7/2014

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Abstract

No prior investigation has considered the effects of state dependence and unobserved heterogeneity on the relationship between regular physical activity (RPA) and latent health stock (LHS). Accounting for state dependence corrects the possible overestimation of the impact of socioeconomic factors. We estimated the degree of the state dependence of RPA and LHS among middle-aged Japanese workers. The 5 years’ longitudinal data used in this study were taken from the Longitudinal Survey of Middle and Elderly Persons. Individual heterogeneity was found for both RPA and LHS, and the dynamic random-effects probit model provided the best specification. A smoking habit, low educational attainment, longer work hours, and longer commuting time had negative effects on RPA participation. RPA had positive effects on LHS, taking into consideration the possibility of confounding with other lifestyle variables. The degree of state dependence of LHS was positive and significant. Increasing the intensity of RPA had positive effects on LHS and caused individuals with RPA to exhibit greater persistence of LHS compared to individuals without RPA. This result implies that policy interventions that promote RPA, such as smoking cessation, have lasting consequences. We concluded that smoking cessation is an important health policy to increase both the participation in RPA and LHS.
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Footnotes
1
The numbers of those who have metabolic syndrome and those who are likely to develop metabolic syndrome in the 40–74 population are estimated at about 10.7 million and 9.4 million, respectively.
 
2
Regular exercisers are defined as those who exercise at least 2 days a week for 30 min or more, for at least 1 year. The proportion of regular exercisers among males was 29.1 %, which was larger than the value of 25.6 % observed in females.
 
3
Hernández-Quevedo et al. [5] decomposed observed persistence in health outcomes into components attributable to unobserved heterogeneity and state dependence and found that both play important roles in determining health limitations.
 
4
According to Grossman’s model, we can consider that increases in the depreciation rate over time cause the optimal stock of health to decrease, as the opportunity cost of capital increases.
 
5
The results revealed that the association between income and habitual exercise was age-dependent: higher income was associated with a higher likelihood of habitual exercise among those aged 25–59 years.
 
6
The ratio of time spent participating in sports to the sum of market work and housework was two times larger in male workers than female workers in Japan in 2006 [9].
 
7
Time allocated to sports by males with a job gradually decreased from 1991 to 2006. This tendency was not observed in female workers. Non-working males spent more time participating in sports than male workers, except for men in their forties.
 
8
Because the LSMEP does not provide any information on the income of other family members, we could not calculate the household equivalent income.
 
9
It is well known that the sample variance under mean imputation will be seriously underestimated when the response rate is not high.
 
10
He also suggested that there is causation from better health to better habits since the cost of bad habits is greater for persons in good health.
 
11
Thayer [26, 27] defined mood as a relatively long-lasting emotional state, which is different from emotion. Mood is less specific, less tense, and less likely to be related to a particular stimulus or event [26].
 
12
In the model of [25], the influence of the instantaneous utility gap on mood state is integrated into the determination of the time the individual spends to health. The instantaneous utility gap is a difference between the instantaneous utility experienced and the instantaneous utility threshold.
 
13
By estimating a recursive bivariate probit model without unobserved heterogeneity, we checked the endogenous relationship between RPA and LHS [28]. Such a model is increasingly used when there is an a priori reason to expect a dependent binary variable to be simultaneously determined with a dichotomous regressor [2931]. There was, however, statistical evidence of a significant negative correlation in the disturbance terms between two equations, which appears to be counterintuitive.
 
14
When the initial conditions are assumed exogenous, the random effects variance is restricted to zero, implying that there is no unobserved heterogeneity in participation probabilities.
 
15
We used STATA/SE 12.1. Another solution is the two-step estimation method proposed by Heckman [34], who introduced a set of exogenous instruments. Stewart [35] proposed an application of these estimators in the context of an investigation of the dynamics of the conditional probability of unemployment. He found similar results for both estimators.
 
16
All time dummies must be dropped from \( \mathop {x_{i} }\limits^{\_} \) to avoid perfect collinearity [3]. The contribution of \( \alpha_{2} \) will depend on the strength of correlation between the time-invariant regressors and \( \alpha_{i} \). As the results of the estimation, most exogenous variables dropped from \( \mathop {x_{i} }\limits^{\_} \) because of collinearity.
 
17
Work types represent the extent to which the work is sedentary. Occupational status does not fully capture the characteristics of sedentary behavior. Sokejima and Kagamimori [36] revealed that there was a U-shaped relation between the mean monthly working hours and the risk of acute myocardial infarction. Long working hours including daily commuting time might reduce the time spent for leisure-time physical activity of middle-aged persons.
 
18
Our two-equation model has a dynamic structure in which one dependent variable (RPA) is used as a lagged independent variable in the other equation for LHS. We also confirmed that there was no estimation bias due to the possible simultaneity of the model, which could give rise to the correlation between the dependent variable of LHS function and the error term of RPA function.
 
19
We omitted some exogenous variables in Tables 6 and 7 for lack of space. The full version of the tables can be obtained from the authors.
 
20
During the 22 years of follow-up, Chomistek et al. [37] concluded that vigorous- and moderate-intensity physical activities were associated with lower risk of major chronic disease for 44,551 males aged 40–75 in 1986 and that increasing amounts of vigorous activity remained inversely associated with disease risk.
 
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Metadata
Title
Persistence of physical activity in middle age: a nonlinear dynamic panel approach
Authors
Narimasa Kumagai
Seiritsu Ogura
Publication date
01-09-2014
Publisher
Springer Berlin Heidelberg
Published in
The European Journal of Health Economics / Issue 7/2014
Print ISSN: 1618-7598
Electronic ISSN: 1618-7601
DOI
https://doi.org/10.1007/s10198-013-0518-8

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