Controlling for the endogeneity of peer substance use on adolescent alcohol and tobacco use
研究用两阶段probit回归控制同伴选择的内生性，发现同伴影响比同伴选择对青少年饮酒和吸烟的作用更重要，单亲家庭是最强预测因素。
This study examines whether the effects of peer substance use on adolescent alcohol and tobacco use are due to endogeneity of adolescents selecting their peer group. We analyzed data collected for a longitudinal analysis of a drug-use prevention programme for upper elementary school students. We used a two-step probit regression to control for the potentially endogenous explanatory variable peer substance use. Rigorous tests of endogeneity and the validity of the instrumental variables showed that controlling for the endogeneity of peer substance use to reduce bias is not worth the reduction in mean squared error in these data. Peer substance use has a positive and significant effect on adolescent substance use for both drinking and smoking. These results imply that peer influence is empirically more important than peer selection (endogeneity) in our sample of adolescents in grades 6-9. Living in a single-parent family was by far the strongest predictor of adolescent drinking and smoking.