2014年11月

IZA DP No. 8665:生活满意度研究中的双向因果关系:带格兰杰因果关系的结构方程模型

双向因果关系问题是生活满意度研究中令人讨厌的问题。正如几项具有里程碑意义的回顾所承认的那样,许多被常规报道为生活满意度的原因或决定因素的变量同样可能是结果,或者可能既是原因又是结果(Diener, 1984;迪纳,徐,卢卡斯和史密斯,1999;菱形花纹,2001;Frey和Stutzer, 2002)。这些变量包括一个人的健康状况、社会支持和参与、锻炼、工作满意度以及对伴侣和家庭生活的满意度。在以前试图解开双向因果关系问题时,已经使用了各种各样的统计模型。相互矛盾的经验结果已被报道,以及对模型“拟合优度”和模型稳定性的担忧。在这篇论文中,我们使用来自澳大利亚、英国和德国的大型、具有全国代表性的小组调查的数据估计了五波结构方程模型。这些模型是基于Granger因果关系的修正概念(Granger, 1969)。 The main intuition behind Granger-causation is that if lagged versions of time-series variable x have statistically significant effects on time-series variable y in equations in which multiple lagged versions of y are also included, then it can be inferred that x is one cause (or 'Granger-cause') of y. We adapt Granger's approach, extending it to encompass two-way causation and panel survey data. It transpires that our Granger-style models have satisfactory fits to the panel data and are stable. Alternative models fit the data much less well. Substantively, we find that two-way causation is pervasive: all of the x variables mentioned above appear to be both causes and consequences of life satisfaction. With minor exceptions, results replicate across all three datasets, despite non-trivial differences between the measures used in the three countries. One implication is that researchers who have assumed one-way causation have seriously over-estimated the effects of x variables on LS. A second implication is that many people apparently experience multi-year gains or losses of life satisfaction rather than just recording short term fluctuations around their own normal level or 'set-point'.