Mental health effects of long work hours, night and weekend work, and short rest periods

Mental health effects of long work hours, night and weekend work, and short rest periods

Journal Pre-proof Mental health effects of long work hours, night and weekend work, and short rest periods Kaori Sato, Sachiko Kuroda, Hideo Owan PII:...

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Journal Pre-proof Mental health effects of long work hours, night and weekend work, and short rest periods Kaori Sato, Sachiko Kuroda, Hideo Owan PII:

S0277-9536(19)30769-5

DOI:

https://doi.org/10.1016/j.socscimed.2019.112774

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SSM 112774

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Social Science & Medicine

Received Date: 30 March 2019 Revised Date:

12 December 2019

Accepted Date: 20 December 2019

Please cite this article as: Sato, K., Kuroda, S., Owan, H., Mental health effects of long work hours, night and weekend work, and short rest periods, Social Science & Medicine (2020), doi: https:// doi.org/10.1016/j.socscimed.2019.112774. This is a PDF file of an article that has undergone enhancements after acceptance, such as the addition of a cover page and metadata, and formatting for readability, but it is not yet the definitive version of record. This version will undergo additional copyediting, typesetting and review before it is published in its final form, but we are providing this version to give early visibility of the article. Please note that, during the production process, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain. © 2019 Published by Elsevier Ltd.

Cover Page Ref: SSM-D-19-01032R1 Mental Health Effects of Long Work Hours, Night and Weekend Work, and Short Rest Periods

Authors: Kaori SATO (Corresponding author) Kokushikan University 4 -28-1 Setagaya, Setagaya-ku, Tokyo 154-8515 JAPAN e-mail: [email protected] phone: +81 0354813181 Sachiko KURODA Waseda University 1-6-1 Nishi-waseda, Shinjuku-ku, Tokyo 169-8050 JAPAN e-mail: [email protected] Hideo OWAN Waseda University, RIETI 1-6-1 Nishi-waseda, Shinjuku-ku, Tokyo 169-8050 JAPAN e-mail: [email protected]

1

Mental Health Effects of Long Work Hours, Night and Weekend Work, and Short Rest Periods

2 3 4 5

Key Words:

6

Japan

7

Mental health

8

Working hours

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Nightwork

10

Short rest period

11

Weekend work

12

Healthy worker effect

13 14 15 16

1

Abstract

1 2

Although the prior literature has examined the relationship between work schedule

3

characteristics and worker mental health, establishing the causal effect of work

4

schedule characteristics is challenging because of endogeneity issues. This paper

5

investigates how various work schedule characteristics affect workers’ mental health

6

using employee surveys and actual working hours recorded over seventeen months in a

7

Japanese manufacturing company. Our sample includes 1,334 white-collar workers and

8

786 blue-collar workers observed from 2015 to 2016. Our major findings are as

9

follows: long working hours cause the mental health of white-collar workers to

10

deteriorate even after controlling for individual fixed effects. Furthermore, working on

11

weekends is associated with mental ill health—the negative effect of an hour increase

12

in weekend work is one and a half to two times larger than that of weekday overtime

13

work for white-collar workers. On the other hand, short rest periods are not associated

14

with mental health for them. Our results indicate that taking a relatively long rest

15

period on weekends is more important for keeping white-collar workers healthy than

16

ensuring a sufficient daily rest period. Regarding blue-collar workers, our analysis

17

reveals that working after midnight is associated with mental ill health, whereas short

18

rest periods are not associated with their mental health. This suggests that the strain of

19

night work is a more important determinant of mental health for blue-collar workers.

20

The differences in the relationship between work schedule characteristics and workers’

21

mental health for white-collar and blue-collar workers can be explained in terms of

22

different work styles, different expectations, and different degrees of selection. We

23

conclude that working for long hours or irregular hours deteriorates the mental health

24

of workers but its impact is likely to differ significantly across job types.

2

1

1. Introduction

2

Mental health problems in working populations are prevalent in many countries.

3

The OECD (2013) has estimated that approximately 20% of working-age adults have

4

mental health problems. These problems not only induce personal suffering but also

5

burden our society economically. The ILO has reported that the cost of work-related

6

mental health problems, including both expenditures for treatment and loss of potential

7

labor supply, amounts to 3-4% of the gross domestic product in Europe (ILO 2000).

8

Evidence is growing that various types of job stressors, including workplace

9

conditions, can influence the onset and progress of mental health problems (Memish et

10

al. 2017, Deloitte 2017). One of the main conditions affecting workers’ mental health

11

is working hours. Some empirical research suggests a close relationship between

12

working hours and workers’ mental health (e.g. Martens et al. 1999, Kim et al. 2013,

13

Kato et al. 2014, Kuroda and Yamamoto 2016). In addition to the number of working

14

hours, however, other work schedule characteristics, such as the frequency of night

15

work and short daily rest periods (quick return), can affect workers’ health as

16

work-related stressors (Caruso et al. 2006, Vedaa et al. 2016, Costa et al. 2003). This

17

issue of how working unusual hours may affect worker health is attracting more

18

attention because social and industrial changes have increased flexibility in work

19

schedules; an increasing number of workers are required to work the night shift or

20

otherwise irregular hours (Johnson and Lipscomb 2006). The purpose of this paper is

21

to investigate which of four work schedule characteristics (long work hours, night

22

work, weekend work, and short rest period) affect workers’ mental health and to what

23

extent by combining personnel data, administrative attendance records and mental

24

status information collected from an employee survey provided by a Japanese

25

manufacturing company.

26

While some literature has examined the relationship between working schedule

27

characteristics and worker mental health, establishing the causal effect of work 3

1

schedule characteristics is challenging. For example, there is individual heterogeneity

2

in vulnerability to mental health problems, and much of that heterogeneity is

3

unobserved and omitted from analyses. Workers with mental toughness may remain

4

healthy even if they work long hours. By contrast, workers with mental health

5

problems are likely to have lower productivity, which in turn forces them to work

6

longer than healthy workers would. Such endogeneity of working hours may cause

7

estimation bias. Except for a very small number of studies using longitudinal data, a

8

majority of prior studies do not control for unobserved worker heterogeneity (e.g. Flo

9

et al. 2014). Moreover, measurement error may also bias the estimation, as the

10

previous literature has often used retrospective data for working hours, which may be

11

influenced by the respondent’s mental health. Another type of endogeneity bias that

12

may come from using self-reported longitudinal survey data is that workers with

13

mental ill health are more likely to drop out of the cohort sample. This attribution

14

problem is called the “healthy worker effect” (Li and Sung 1999, Watanabe et al.

15

2014).

16

Given these challenges, the main contributions of this paper are threefold. First,

17

while most other studies use self-reported retrospective data for hours worked in a

18

particular week, we use actual working hours recorded by the firm’s attendance

19

management system over seventeen months, which may contribute to reducing

20

measurement errors. Moreover, since the turnover rate is very low in this firm, using

21

this firm’s administrative data, which covers all regular employees, minimizes sample

22

attrition biases. As in the case of most large manufacturing firms in Japan, the annual

23

turnover rate (from 2015 to 2016; the time period on which this paper focuses) of this

24

firm was less than 2 percent. Therefore, selection bias due to voluntary quits should be

25

less of a concern. Second, the use of attendance records also allows us to exploit

26

detailed information on work schedules (i.e. from the start to the end of each day),

27

enabling us to experiment with various types of work schedule characteristics, 4

1

including overtime working hours, hours worked after midnight, frequency of short

2

rest periods, and frequency of weekend work. Note that much of the previous literature

3

has investigated only one type of work schedule characteristic. This paper addresses

4

multiple work schedule characteristics of workers at the same firm so that we can more

5

comprehensively examine what work schedule patterns affect workers’ mental health

6

status.

7

Third, by combining these data with longitudinal personnel records, we can

8

prevent firm, occupation, or worker heterogeneity from confounding the relationship

9

between work schedule characteristics and mental health. All of the workers in the

10

study sample work for the same firm, and the occupation and workplace information

11

allow us to control for the influence of differences in tasks and workplace environment.

12

We further account for unobservable individual characteristics by estimating the model

13

with worker fixed effects.

14

In summary, our empirical analyses reveal that long working hours may cause

15

white-collar workers’ mental health to deteriorate even after controlling for individual

16

fixed effects. Furthermore, we find that working on weekends may be associated with

17

white-collar workers’ mental ill health. The negative effect toward mental health of an

18

hour increase in weekend work is one and a half to two times larger than that of

19

weekday overtime work. On the other hand, short rest periods are not associated with

20

mental health for white-collar workers. Our finding implies that ensuring a prolonged

21

weekly rest period is more effective than securing a minimum daily rest period, at least

22

for white-collar workers. Regarding blue-collar workers, our analysis found that

23

working after midnight may be associated with mental ill health, whereas short rest

24

periods are not associated with mental health for blue-collar workers.

25

The rest of the article is organized as follows. Section 2 surveys the related

26

literature, Section 3 explains the dataset, and Section 4 presents the empirical strategy.

27

Section 5 explains the results, and Section 6 provides a discussion and conclusions. 5

1 2

2. Related Literature

3

Based on Caruso et al. (2006), this paper focuses on four work schedule characteristics

4

that affect worker health problems: overall working hours, night work, frequency of

5

short rest periods, and working on weekends. The following sections briefly review

6

(A) related mechanisms and (B) the previous literature on the relationship between

7

each of the four work schedule characteristics and workers’ mental health.

8 9

(A) Review of mechanisms

10

The theory of job stressors explains that not only workload but also work

11

characteristics are key factors in the deterioration of workers’ health (Karasek 1979,

12

Siegrist 1996). Caruso et al. (2006) provided a comprehensive framework for the study

13

of long work hours and their health and safety effects. Their framework described that

14

long working hours and other work schedule characteristics such as night and weekend

15

shifts and short rest periods can lead to increased exposure to work-related stress and

16

reduced time for other activities that enable recovery from work. Such unbalance

17

between workload and recovery from exhaustion can be associated with a wide variety

18

of outcomes, such as physical and mental illness.

19

The number of people working during nonstandard and irregular operating

20

hours is increasing as a result of changes in macrolevel social factors such as the

21

growth of the service industry (Johnson and Lipscomb 2006). Night work can have a

22

negative effect on workers’ health and well-being in terms of biological and social

23

dimensions. From a biological viewpoint, night work can disturb normal circadian

24

rhythms related to the sleep/wake cycle (Biovin et al. 2014). With respect to the social

25

dimension, workers who perform night work have difficulties maintaining normal

26

relationships with family and community members (Costa 1996). Taking enough rest after work can prevent worker fatigue from reaching

27

6

1

unhealthy levels. The Council of the European Working Time Directive requires

2

organizations to ensure that every worker is entitled to a minimum daily rest period of

3

11 consecutive hours per 24-hour period (European Parliament, Council of the

4

European Union 2003). Moreover, not only daily short rest periods but also longer rest

5

periods, such as weekends, are important factors that affect individual health and

6

performance (Sonnentag and Bayer 2005). Most employees usually exploit their

7

weekends as an opportunity to recover from the exhaustion accumulated during their

8

workweek.

9 10

(B) Evidence of the effect on worker mental health

11

Although several review articles have been published that address the influence of

12

working long hours on workers’ mental health (van der Hulst 2003, Fujino et al. 2006,

13

Bannai and Tamakoshi 2014, Virtanen et al. 2018), the evidence they provide is

14

inconclusive. For example, Fujino et al. (2006) report that, of seventeen studies

15

reviewed, seven find positive association, one shows a negative association, and nine

16

reveal no significant relationships between working hours and mental burden

17

indicators such as self-reported depression symptoms. In a recent review and

18

meta-analysis of prospective cohort studies from 35 countries, Virtanen et al. (2018)

19

find that long working hours are modestly associated with an increased risk of

20

new-onset depressive symptoms (odds ratio of 1.14 when long working hours is

21

defined as working 55 hours or more). Moreover, they also reveal that although a

22

moderate association between working hours and depressive symptoms is found in

23

Asian countries, the association is weak for European countries and absent for North

24

America.

25

Previous studies, however, have had difficulty establishing the causal impact

26

of working hours on workers’ mental health because they have not necessarily

27

addressed the problem of biases derived from the endogeneity of working hours (van 7

1

der Hulst 2003). For example, workers with mental toughness may remain healthy

2

even if they work long hours, which tends to negatively bias the association between

3

working hours and mental health indicators. By contrast, workers with mental health

4

problems are likely to have lower productivity, which in turn forces them to work

5

longer than healthy workers would, resulting in a positive but not causal association

6

between the two factors. There may be other confounding factors that could either

7

reinforce or reduce the correlation between working hours and mental health, such as

8

work characteristics including job demand, job control, superiors’ and coworkers’

9

support in the workplace. Consequently, the estimated impact of hours worked using

10

OLS regression can be either upward or downward biased. Heterogeneity in the

11

estimated effect reported in prior studies may simply imply that different sources of

12

endogeneity bias dominate in one direction or the other in different contexts.

13

To the best of our knowledge, only two studies utilize longitudinal

14

information in order to account for time-invariant confounding factors (Oshio et al.

15

2015, Kuroda and Yamamoto 2016). Both apply fixed-effects models to longitudinal

16

data on Japanese workers and show that long working hours could be one of the main

17

sources of deterioration in workers’ mental health even after controlling for worker

18

characteristics and various workplace and job conditions. In addition to controlling for

19

individual fixed effects, our paper aims to achieve higher internal validity by using

20

information collected not from a retrospective survey but from administrative

21

attendance records. Imai et al. (2016) has reported that the correlation between

22

self-reported working hours for daily time period and those based on company records

23

were 0.74. Improving accuracy of measurement for daily working hours is

24

substantially important because our research uses the measures of work schedule

25

characteristics such as the amount of night work and daily rest period for which it is

26

necessary to record the start and end times of work precisely. We also argue that using

27

a sample of workers under the same management in the same industry and control for 8

1

major job characteristics from personnel records help us to limit work-related

2

confounding factors thus leading to higher internal validity.

3

With respect to the relationship between night work and workers’ mental

4

health, based on a review of the literature, Angerer et al. (2017) conclude that although

5

there is evidence that nighttime shift work increases the risk of depression (at least in

6

occupations outside the health sector), the evidence is not sufficiently strong. Angerer

7

et al. (2017) note that such studies also need to account for individual heterogeneity

8

because there is a “healthy worker effect” in which sick individuals are likely to switch

9

from shift work to daytime work; that is, only healthy workers continue to work after

10

midnight. For example, among eldercare and health care workers, Nabe-Nielsen et al.

11

(2011) report that shift workers have higher vitality and better mental health than day

12

workers. Some studies attempt to account for the healthy worker effect by using cohort

13

data, such as Thun et al. (2014), who report that nurses who changed from day work to

14

night work during the study period do not differ from day workers in terms of

15

symptoms of anxiety or depression (see also Norder et al. (2015) reporting similar

16

results using data of male production workers). On the contrary, Beltagy et al. (2018)

17

report evidence that changing from day to night work (or night to day work) is

18

statistically associated with increased (decreased) odds of acquiring mental disorders.

19

None of these studies however, account for individual unobserved heterogeneity in

20

order to cope with the healthy worker effect. Our paper further investigates whether the

21

findings reported in these previous articles remain when a fixed-effects model is used.

22

Most studies of short rest periods focus on workers engaged in shift or

23

rotating work. Veeda et al. (2016) perform a systematic review of five papers

24

examining nurses or physicians and two papers studying workers performing shift

25

work at manufacturing companies. They find no associations between short rest

26

periods and mental health. Only a few papers analyze the consequences of short rest

27

periods for the mental health of general workers who usually work daytime schedules. 9

1

Ikeda et al. (2017) and Tuchiya et al. (2017) are two of the few studies examining the

2

association between a daily rest period and mental health for white-collar workers with

3

no shift or rotating work. Based on observations of fifty-four daytime employees at a

4

company for a month, Ikeda et al. (2017) find that a short daily rest period of fewer

5

than 13 hours is not adequate for participants to recover from fatigue. Tuchiya et al.

6

(2017) examine 1811 daytime employees and find that short daily rest periods are

7

associated with high psychological distress. However, this association disappears after

8

controlling for covariates such as age, gender, hours worked per week, workload and

9

social support. The same endogeneity issues associated with the effect of long working

10

hours on workers’ mental health are present for the relationship between short rest

11

periods and mental health. Most of the papers described above do not control for

12

time-invariant factors among individuals or any changes in work characteristics.

13

Lastly, regarding the effect of weekend work, using longitudinal data, Frits

14

and Sonnentag (2005) find that social activity during the weekend negatively predicts

15

burnout and poor general well-being. This result implies that working on weekends

16

may deprive workers of the chance to recover from fatigue and may decrease time

17

spent with family and friends. Using data on British munition workers in the 1930s,

18

Pencavel (2015) provide evidence that the loss in output from denying workers a day

19

of rest on Sunday is approximately 10%. Although these studies incidentally provide

20

evidence of a negative effect of working weekends, few papers specifically examine

21

the relationship between working on weekends and mental health. One exception is

22

Tucker et al. (2015), who investigate this relationship using cross-sectional data.

23

Although those authors show that weekend work is not significantly associated with

24

burnout, stress and fatigue, the results may be biased due to the “healthy worker effect”.

25

We still need to investigate the relationship between weekend work and mental health

26

while controlling for various confounding factors using a longitudinal design.

27

10

1

3. Data and measures

2

3.1 Data

3

This paper uses the personnel records provided by a Japanese consumer goods

4

manufacturing company, C-Dur Corporation, which is a fictitious name used to protect

5

the company’s privacy. C-Dur Corporation was established in the 1940s and employs

6

over 10,000 regular employees, including affiliated firms. This dataset includes (1)

7

employees’ daily attendance records, (2) responses to the employee survey, (3)

8

employee characteristics (gender, age, education, marital status, etc.), (4) pay and

9

benefit records, and (5) job assignment history records, which identify the department

10

unit to which each employee belongs. For blue-collar workers, daily attendance

11

records are derived from employees’ time card data. Although data for white-collar

12

workers are based on self-reported attendance records, HR staff investigated any cases

13

that showed persistent differences between the time reported by the employee and the

14

time when the employee shuts down his/her personal computer. This verification

15

process should ensure the accuracy of daily attendance data for white-collar workers.

16

These time attendance data are available from July 2015 to November 2016. Therefore,

17

we use the personnel records for two years, 2015 and 2016. Ethical approval or

18

employees’ consent for our research was not necessary because the data sets we use are

19

existing personnel records from a large Japanese manufacturing company that have

20

been anonymized (i.e. individual employees cannot be identified). According to the

21

ethical guideline for medical research involving human subjects (issued in 2014 by the

22

Ministry of Education, Culture, Sports, Science and Technology, and the Ministry of

23

Health, Labor and Welfare), such studies are exempted from the requirement of

24

informed consent. Japanese personal information protection law also allows firms to

25

provide academic institutions with anonymized personal information without informed

26

consent of their employees. For these reasons, the institutional review board at Waseda

27

University issued a letter exempting this study from ethical review. 11

1 2

3.2 Work Schedule Characteristics

3

As the time and attendance data include work start and end times for each date, we can

4

construct four measures of work schedule characteristics. The first is the number of

5

overtime hours worked. C-Dur Corporation sets regular work hours as 7 hours and 55

6

minutes per day. Consequently, we define overtime hours as hours worked over 7 hours

7

and 55 minutes each day. The second is the number of hours worked after midnight,

8

which measures hours worked between 12 o’clock midnight and the end time for work.

9

The third measure is the frequency of short daily rest periods, which is defined as the

10

incidence of fewer than 11 hours between the end time of work and the start time of

11

work on consecutive days. The last measure is the frequency of working on weekend

12

days, namely, Saturday and Sunday. If a worker works on both Saturday and Sunday,

13

regardless of the total hours, the count is two weekend workdays per week.

14

We use two months as a measurement period for calculating each work

15

schedule characteristic. Thus, we examine the effect of two-month accumulated fatigue

16

before the employment survey (for more details, see section 3.3) is conducted. In the

17

appendix, we also report two additional measurement periods besides two months

18

before the employee survey was conducted, i.e. one month and two weeks, to examine

19

whether the effect varies by the length of the measurement period.

20 21

3.3 Employee’s Mental Status

22

We use a section of responses to the annual employee survey, which started in 2010 in

23

consultation with the firm’s occupational physicians. All regular employees of C-Dur

24

Corporation answer this survey every year with a response rate of nearly 100% (white

25

and blue-collar, 98% and 94%, respectively)—only those who are on temporary

26

assignments abroad or those on leave are missing. This survey is conducted for two

27

weeks period at the end of September and includes a question that asks the employees 12

1

to self-assess their mental health status. The respondent chooses the most appropriate

2

description of their mental health status among four choices as follows: “1. My mental

3

status is healthy”; “2. I feel a little mental burden”; “3. I feel a considerable mental

4

burden”; and “4. I am consulting a doctor for my mental health problem.” According to

5

our analysis of the responses in 2011-2016, the transition probabilities from the above

6

answers 1, 2, and 3 in year t to 4 in year t+1 are 0.3%, 1.19%, and 3.48%, respectively,

7

implying that the measure could be used as a risk indicator of the onset of depressive

8

disorders.

9 10

3.4 Sample

11

We restricted the sample to regular employees in nonmanagerial positions. We also

12

excluded those who selected the final option in the mental health status question (“4. I

13

am consulting a doctor for my mental health problem”) in the employee survey

14

because according to C-Dur Corporation, workers who chose “4” are put under special

15

consideration with a reduced assignment and forced to work less hours. This is a

16

typical measure recommended for employers based on Japan’s Labor Contracts Act

17

(for further details, see Section 6). We omit these samples in order to exclude reverse

18

causality. Twenty five (1.8%) and twenty one (1.5%) employees chose this most

19

serious mental health status in 2015 and 2016, respectively. We believe the selection

20

bias caused by this omission is negligible as we discuss more formally later because

21

the share of employees who are receiving medical treatment for mental illness was

22

relatively small and unchanged between the two years. We also dropped those who had

23

no attendance during the measurement period because these employees may be taking

24

leave or seconded to a subsidiary.

25

The sample has two occupational subgroups: blue-collar workers engaged in

26

manual production tasks in factories and white-collar workers engaged in other

27

functions, mostly in offices. We conducted estimations for both types of workers 13

1

separately because their jobs are governed by different work rules. While white-collar

2

workers are daytime workers, blue-collar workers are shift workers who are engaged in

3

day and night shifts. Despite the differences in their work schedules, we employ all the

4

four work schedule measures for both groups because of the non-negligible shares of

5

both work after midnight and during weekends—according to the department-level

6

aggregate data, employees work after midnight for more than an hour on average in

7

4% and 16% of the white-collar and blue-collar departments, respectively, while they

8

work for a day or more during weekends per month in 67% and 53% of the

9

white-collar and blue-collar departments, respectively. Although working during

10

weekends is quite common for both white and blue-collar workers, the percentage of

11

working after midnight for white-collar workers is relatively small compared to that of

12

blue-collar workers. Therefore, we need to keep in mind that the coefficient of working

13

after midnight is likely to be biased due to this selection for white-collar workers.

14

Those who work after midnight are likely to be limited to special roles, such as

15

engineers solving plant process/quality problems, campaign organizers in marketing or

16

task force staff for managerial missions, etc. Our sample restrictions result in final samples of 1334 white-collar workers

17 18

and 786 blue-collar workers.

19 20

3.5 Descriptive Statistics

21

Summary statistics are presented in Table 1 for white-collar workers and Table 2 for

22

blue-collar workers. On average, the mental health indicator for both worker groups is

23

between 1 and 2, that is, somewhere between healthy and feeling a little mental burden.

24

Average overtime work hours of blue-collar workers are longer than those of

25

white-collar workers. Average working hours after midnight and frequency of working

26

on weekends are much higher for blue-collar workers than for white-collar workers, as

27

blue-collar workers perform shift work and experience night shifts and weekend shifts 14

1

from time to time.

2

Tables 3 and 4 compare the means of each work characteristic measure for the

3

two-month measurement period in 2015 and 2016 by level of mental health status for

4

each job subgroup. Table 3 shows that white-collar workers with worse mental status

5

tend to have worked longer, worked more hours after midnight, worked more often on

6

weekends, and returned more often after very short rest periods. These findings imply

7

that not only the length of working hours but also working the night shift, short rest

8

periods and working on weekends may be associated with workers’ mental health, at

9

least for white-collar workers. On the other hand, Table 4 does not show such a

10

systematic relationship for blue-collar workers.

11 12

4. Estimation strategy

13

4.1 Linear Probability with Fixed-Effect Model

14

First, we convert the category variable representing mental health status into a binary

15

dependent variable and estimate linear probability models because the simple ordered

16

logit model does not allow us to include worker fixed effects. We estimate the

17

following linear probability model with individual fixed effects in which the dependent

18

variable is the indicator of having mental burdens:

19

 = β’ + γ  ℎ + α + u (1) 20 21

 denotes the indicator variable of having mental burdens, which takes a value of 1 if

22

worker i chose either “2. I feel a little mental burden” or “3. I feel a considerable

23

mental burden” and 0 if he or she chose “1. My mental status is healthy” as his/her

24

mental health status in the employee survey conducted in year t.  ℎ

25

represents the four work schedule characteristic measures denoted by k, including total

26

overtime hours worked, total work hours after midnight, the total number of returns to 15

1

work after a daily rest period of fewer than 11 hours, and the total number of incidents

2

of working on weekend days.  represents a vector of control variables including

3

age, age squared, hourly wage (annual income divided by annual total hours worked),

4

salesperson dummy, year dummy, the number of working days and the number of

5

business trips during the measurement period. α represents the worker fixed effect,

6

which represents the influence of time-invariant individual characteristics. Robust

7

standard errors are used. Note that the year dummy is dropped during the estimation

8

since we use a two-year panel dataset and therefore the year dummy has

9

multicollinearity with age.

10

One of the concerns we have is selection bias. As noted in Section 3.4,

11

workers who reported that they were consulting with doctor for their mental health

12

problem were omitted from the sample in order to avoid reverse causality. Let  be

13

the indicator of being in the sample for worker i in year t. A sufficient condition for our

14

model

15

Eu − u ! ,  ,  ℎ ,  ℎ ,  =  = 1# = 0.

to

be

consistent

is

16

This condition holds if the distribution of u conditional on  =1 does not

17

change from year t to year s. Given the very stable workforce with limited turnover, the

18

major factor that affects the conditional distribution of u should be the business

19

environment for C-Dur Corporation, which determines the resources available for

20

workplaces. The business environment did not change between 2015 and 2016, with

21

low return on equity (ROE) at the 3-4% level reflecting a weak economy in both years.

22

Another piece of evidence in support of this claim is that the number of employees

23

who reported to be consulting a doctor for their mental health problem did not change

24

noticeably between the two years (twenty-five and twenty-one, respectively).

25

Furthermore, the number of individuals who were dropped due to lack of reporting was

26

minimal, and thus systematic sorting is very unlikely. We judge that selection bias

27

should be negligible. 16

1

The linear probability model with worker fixed effects controls for

2

time-invariant unobserved individual characteristics. However, if there are unobserved

3

time-variant, individual factors, u may still be correlated with the incidence of

4

certain work schedule characteristics causing bias in the estimation results for the fixed

5

effect model.

6 7

4.2 Latent Variable Model

8

Next, we estimate the following latent variable model with ordered multiple outcomes

9

and unobserved individual heterogeneity: ∗ = β’ + γ  ℎ + α + u  = j if )* < ∗ ≤ )*-. j ∈ 01,2,33

(2)

10 11

∗ is a latent variable for  , which denotes the category of the mental health status

12

(i.e. the three levels explained in Section 3.3) that a worker i chose. Explanatory

13

variables are the same as those in equation (1). α represents time-invariant,

14

individual fixed effects.

15

We estimate the Blow-up and Cluster (BUC) model, which Baetshmann et al.

16

(2015) propose as an extension of conditional maximum likelihood estimators for a

17

fixed-effects logit model to a model with ordered limited dependent variables. The

18

parameters in the above model are estimated inconsistently when we use the ordered

19

logit model with individual dummy variables because the incidental parameter problem

20

exists (Lancaster 2000). This problem contaminates the estimation of parameters, as

21

each α depends on finite T period observations, but there are too many α since the

22

total number of observations NT grows infinitely. The BUC model is a remedy for this

23

incidental parameter problem, The BUC estimate is a variant of the CML (Conditional

24

Maximum Likelihood) estimators, and it dichotomizes the ordered variable at each

25

cut-off point j. The standard errors are computed by clustering at the individual level. 17

1

The BUC model uses all available information and produces consistent estimators

2

(Baetshmann et al. 2015). Riedl and Geishecker (2014) report that the BUC estimator

3

performs best in finite samples when comparing linear and nonlinear ordered response

4

estimators in terms of consistency and efficiency by running Monte Carlo simulations.

5

For reference, we also report our estimation results using a simple ordered logit model

6

for comparison in the appendix.

7 8

5. Results

9

5.1 Linear Probability Model with Fixed Effects

10

Table 5 shows the results from the analysis of the fixed-effect linear probability model

11

for white-collar workers. In all of our model specifications, age, age squared, hourly

12

wage, salesperson dummy, the number of working days, and the number of business

13

trips are controlled for but omitted from the table. In models 1 to 4, we include each

14

work schedule characteristic measure separately, whereas in model 5, we include all

15

four measures at once. The coefficients of overtime and working on weekends are

16

significantly positive in models 1 and 4. By contrast, the coefficients of the two other

17

work characteristic measures are positive but not significant, as shown in models 2 and

18

3. When all four work schedule characteristics are simultaneously included in model 5,

19

the coefficients of overtime and working on weekends still remain the same in

20

magnitude and statistically significant. These results indicate that long working hours

21

may deteriorate workers’ mental health, although the effects of strain coming from

22

midnight work or short rest periods cannot be confirmed.

23

To check the robustness and the effect size, we further included two different

24

overtime variables; the number of overtime hours worked only during weekdays and

25

the number of work hours during weekends. The results are shown in models 6 and 7.

26

The results indicate that an hour increase in overtime work during weekdays raises the

27

probability of feeling mental burden by 0.21 percent, whereas an hour increase in 18

1

weekend work lifts the probability by 0.33 percent, which is one and a half times as

2

large as the effect of an overtime hour during weekdays. We have calculated the

3

predicted probability that white-collar workers with the average overtime hours during

4

weekdays or weekend being the j-th decile become feeling mental burden and

5

illustrated these predicted probabilities in Figure 1(We calculated the same probability

6

for blue-collar workers with the average midnight work being the j-th decile). The

7

results show that an increase in overtime hours during weekdays and weekends from

8

10 percentile to 90 percentile raises the probability of feeling mental burden by 16.4%

9

and 7.7%, respectively. Since a majority of workers do not work at all or work only

10

occasionally during weekends, the variation of weekend work is much smaller than

11

overtime work during weekdays. As a result, when comparing the marginal effects of

12

the two in terms of the same percentile increase, an increase in the former looks

13

smaller than that in the latter. In order to present more comparable figures, we have

14

calculated the effects of an increase in overtime hours of 35.2 hours, which is one

15

standard deviation of total overtime hours. Such increases in overtime hours for

16

weekdays and weekends raise the probability of feeling mental burden by 7.4% and

17

11.6%, respectively. This result indicates that the negative effect of working long hours,

18

especially during weekends, is substantial and that taking a relatively long rest period

19

on weekends is more important for keeping white-collar workers healthy than ensuring

20

a sufficient daily rest period.

21

Table 6 shows the results for blue-collar workers using the same model

22

specifications as for white-collar workers. In models 2, 5, and 7, the coefficient of

23

working after midnight is significantly positive. A one-hour increase in night work

24

raises the probability of feeling mental stress by 0.17% and an increase in night work

25

from 10 percentile to 90 percentile raises the probability by 14.3% as shown in Figure

26

1. When hours of night work increase by one standard deviation, which is 38.6 hours,

27

this probability increases by 6.6%. These results indicate that the negative effect of 19

1

night work is substantial, at least for blue-collar workers. Once again, ensuring a

2

sufficient daily rest period does not help to relieve this burden.

3

We have also estimated the linear probability model with fixed effects using

4

another indicator variable, which takes a value of 1 if the employee chose “3. I feel a

5

considerable mental burden” and 0 if he or she chose either “1. My mental status is

6

healthy”, or “2. I feel a little mental burden”, as a dependent variable. However, the

7

results show that all the coefficients of work schedule characteristics are not significant

8

at the 5% level. This may be due to that a very small share of the employees chose “3. I

9

feel a considerable mental burden” (6.52% and 8.40% for white-collar and blue-collar

10

workers, respectively) and that unobservable heterogeneity such as personality and the

11

relationship in the workplace plays a more important role in reporting worse mental

12

condition to the firm.

13 14

5.2 Latent Variable Model

15

Table 7 shows the results of the BUC model for white-collar workers. In this

16

estimation, the sample size was substantially reduced due to the fact that mental health

17

status in almost two thirds of the sample was unchanged for two consecutive years

18

(note that the BUC model does not use samples with no change in the dependent

19

variable). However, we notice that the results in Table 7 are not qualitatively different

20

from those obtained in the linear probability model in Table 5: overtime and working

21

on weekends are significantly associated with deteriorating mental health, and those

22

relationships are not affected even if other work schedule measures are controlled for.

23

Table 8 shows the results of the BUC model for blue-collar workers. The coefficient of

24

Working after midnight is significantly positive in models 2 and 5, consistent with the

25

linear probability model in Table 6.

26

The key results obtained from Tables 5 to 8 are summarized as follows: (1)

27

working long hours may cause mental health to deteriorate even after correcting for 20

1

biases due to time-invariant individual heterogeneity for white-collar workers; (2)

2

working on weekends is also likely to impose risks to the mental health of white-collar

3

workers; (3) working after midnight for a relatively long period may also cause a strain

4

on blue-collar workers’ mental health. However, this relationship does not hold for

5

white-collar workers: (4) although having a sufficient rest period has been emphasized

6

as important among practitioners, a short rest period is not associated with

7

deteriorating mental health for either white- or blue-collar workers in our analysis. The

8

difference between job types in the relationship between work schedule characteristic

9

measures and mental health may be explained in terms of different work styles and the

10

resulting differences in expectations and selection of workers. This is discussed in the

11

next section.

12 13

6. Discussion and Conclusion

14

By combining personnel data, administrative attendance records and mental health

15

status information collected from employee surveys provided by a Japanese

16

manufacturing company, this paper takes into account individual heterogeneity and

17

investigates the causal relationship between work schedule characteristics and workers’

18

mental health. Specifically, this paper examines how four work schedule characteristics

19

(long work hours, night work, weekend work, and short rest periods) affect workers’

20

mental health. We obtain four valuable findings.

21

First, long working hours are associated with workers’ deteriorating mental

22

health even after correcting for a bias derived from unobservable individual

23

heterogeneity for white-collar workers. This result is consistent with previous studies

24

(Kuroda and Yamamoto 2016, Virtanen et al. 2011, 2012 and 2018) and implies that

25

working long hours may cause white-collar workers to have a higher risk of onset of

26

depressive disorders. For the purpose of comparison with prior studies, we calculated

27

the odds ratio for feeling mental burden associated with long working hours exceeding 21

1

55 hours per month based on the linear probability with a fixed-effects model where

2

bias due to individual heterogeneity is controlled for (not reported in the paper). The

3

obtained odds ratios are 1.922 and 1.306 for white-collar and blue-collar workers,

4

respectively, which is higher than the average of 1.14 from the meta-analysis in

5

Virtanen et al. (2018). We have confirmed that the difference can be mostly explained

6

by the fact that the bias due to individual heterogeneity is corrected for in our study

7

(see our discussion in Appendix A3). Many previous studies are presumably affected

8

by the healthy worker effect.

9

Second, we find that working on weekends for a relatively long period may

10

cause white-collar workers’ (but not blue-collar workers') mental health to deteriorate,

11

consistent with previous studies (Beltagy et al. 2018). Working on weekends deprives

12

workers of not only respite time but also time with family and friends. Some empirical

13

research has shown the importance of weekends for recovery. Karhula et al. (2017)

14

examine the relationship between objective work schedule characteristics and work–

15

life conflict in day and shift work using longitudinal data and find that weekend work

16

is associated with work–life conflict. Binnewies et al. (2010) find that psychological

17

detachment from work, relaxation, and experiencing challenging off-job activities

18

during the weekend predict a better recovery state after the weekend. Along the same

19

line of thought, it may be effective policy for reducing the mental stress to encourage

20

workers to take their full holiday entitlement. Given the fact that average paid days

21

taken per year in Japan is eight to nine days, which is only about 50 percent of annual

22

entitlement, many Japanese firms now set this goal to make their employees to stay

23

health and productive.

24

Third, working after midnight for a relatively long period causes blue-collar

25

workers’ mental health to worsen. Fourth, short rest periods are not associated with

26

mental health for both white-collar and blue-collar workers. These findings imply that

27

guaranteeing a prolonged weekly rest period is more important than ensuring a 22

1

minimum daily rest period, at least for white-collar workers, and that the strain coming

2

from night work is a more important determinant of mental health for blue-collar

3

workers.

4

When comparing the effect sizes of the four work schedule characteristics, our

5

results indicate that the negative effect of an hour increase in work hours during

6

weekends on mental health is one and a half to two as large as that of overtime hours

7

during weekdays. Another implication from the results is that not only managing the

8

amount of total working hours but also ensuring a relatively long weekly rest

9

period—at least a day or two–are important, especially for white-collar workers.

10

The difference between white-collar vs. blue-collar workers in the relationship

11

between working on weekends/after midnight and mental health may have a number of

12

explanations. First, the blue-collar workers in C-Dur Corporation primarily work in

13

shifts, and therefore most of them work on weekends once in a while. On the other

14

hand, the white-collar workers in C-Dur Corporation are daytime workers and are

15

usually off on weekends; therefore, working on weekends is not taken as a matter of

16

course for them, except for a small number of jobs such as production engineers. In

17

fact, Tables 1 and 2 show that the mean hours of weekend work for blue-collar workers

18

is more than twofold greater than that for white-collar workers. Then, the prospect

19

theory would predict that the reference point for most white-collar workers is not to

20

work during weekends (i.e. spend quality time with their family and friends), and their

21

loss aversion is likely to make them feel conflicted when they are compelled to work

22

unexpectedly on weekends.

23

The second interpretation is a difference in the degree of selection between

24

blue-collar workers and white-collar workers. Working after midnight is less

25

uncommon among shift workers, and thus a majority of blue-collar workers experience

26

night work once in a while. On the other hand, it is much rarer for white-collar workers

27

to experience working after midnight, and such experiences are usually limited to 23

1

special roles, such as engineers solving plant process/quality problems, campaign

2

organizers in marketing or task force staff for managerial missions, etc. Therefore, the

3

result that working after midnight has no significant effect on white-collar workers

4

may come from the fact that it is solely based on the variation for a small group of

5

employees, and may be subject to the “healthy worker effect.”

6

There are three issues that need to be addressed or explored in our future

7

research. First, the results obtained in this paper are derived from only one firm’s

8

dataset, so external validity may be rather limited. For example, consistent with the

9

fact that C-Dur Corporation is a highly regarded company, the distribution of working

10

hours has a very thin tail. Namely, there were no extremely long working hour samples

11

in our data. One reason why we did not find any relationship between short rest periods

12

and mental health may be the lack of a tail in the distribution. Datasets from other

13

companies with more variations in working patterns are needed to investigate which

14

regulations regarding the rest period are necessary to maintain good mental health for

15

workers in the future.

16

Second, the measure of mental health used in this paper has not been shown to

17

be valid in the sense that its correlation with widely-used test of mental health risk is

18

not known, and thus reexamination with different valid psychometric measures is

19

necessary in the future. The Japanese government introduced a new occupational

20

health policy called the Stress Check Program with the amendment of the Industrial

21

Safety and Health Law in 2014, which became effective on December 1, 2015. The

22

program screens for workers with high psychosocial stress at least once per year in all

23

establishments with 50 or more employees. According to Tsutsumi et al. (2018), the

24

Japanese stress check program screening tool predicts employee long-term sickness

25

absence. The primary reason why we did not attempt to use the stress check data for

26

this study is that there is a strict regulation that requires a firm to obtain approval from

27

each employee to use the micro data. Using stress check data linked with 24

1

administrative data to reexamine our findings remains as a future challenge.

2

Last but certainly not least is that although we have accounted for

3

time-invariant factors by using fixed effects, we should also consider time-variant

4

factors that would affect both changes in mental health status and work hours. For

5

example, workers who work in a growing market may find many opportunities to

6

develop businesses that lead to long working hours but at the same time may find the

7

job rewarding and feel engaged by achieving performance goals. As shown in this

8

example, the positive or negative work environment could cause a spurious correlation

9

between mental health and working hours. The study by Kuroda and Yamamoto (2016)

10

is one of a few attempts to examine the causal relationship between working long

11

hours and workers’ mental health using the aggregate level of average work hours as

12

an instrumental variable in order to control for unobserved time-variant and

13

time-invariant individual heterogeneity. However, it is difficult to find valid and strong

14

instruments to control for time-variant factors. Controlling for time-variant factors by

15

using appropriate instruments remains for future work.

16

Despite the above limitations, our research shows that working for long hours,

17

after midnight or during weekend tends to deteriorate workers’ mental health.

18

Furthermore, such effects of work schedule characteristics on mental health may differ

19

depending on the job type. This finding may imply that although many countries

20

employ universal work-hour regulations for various types of workers, more segmental

21

rules based on systematic studies across different occupations may be desirable.

22 23

Appendix

24

AI. Institutional Background

25

Readers who are not familiar with the healthcare system in Japan may wonder why

26

C-Dur Corporation is asking its employees about their mental health and why they are

27

expected to answer the question truthfully. In order to understand the background, it 25

1

would help to briefly explain the Industrial Safety and Health Law in Japan.

2

Establishments with over 50 employees are required to hire an occupational physician

3

under the Japanese Industrial Safety and Health Act (those with over 3,000 employees

4

must have at least two or more occupational physicians). Major responsibilities of

5

occupational physicians include: (1) overseeing medical examinations and follow-up

6

work and providing health consultations; (2) conducting workplace inspections

7

according to a schedule agreed-upon in advance in order to keep the work environment

8

safe, (3) providing health education and recommending policies to maintain and

9

enhance the health of employees; and (4) preventing illness and injuries due to

10

overwork by meeting employees who work long hours and advising their superiors.

11

In the past two decades, long working hours have attracted public attention

12

because of the media coverage of increased depression and suicide cases attributable to

13

overwork. According to the national patient survey from the Ministry of Health,

14

Labour, and Welfare, the number of patients suffering from emotional disorders such as

15

depression increased from 441 thousand in 1999 to 1,195 thousand in 2017. In an

16

effort to reverse this trend, since 2008, the Industrial Safety and Health Act has

17

stipulated that all establishments with 50 or more employees provide consultations

18

with occupational physician to workers who work more than one hundred hours of

19

overtime per month upon the worker’s request. In 2019, the act was further

20

strengthened, and a consultation with an occupational physician was made mandatory

21

for workers who work more than eighty hours of overtime per month. C-Dur

22

Corporation introduced the questions about mental health in the employee survey in

23

this setting in order to identify those who might need a consultation with the

24

occupational physician and to monitor the workplace climate.

25

Employees also have a proper incentive to answer the question truthfully, as

26

psychiatric services are covered by Japan’s National Health Insurance; moreover,

27

mentally ill employees cannot be easily fired because Article 16 of the Labor Contract 26

1

Act prohibits “unfair” firing. Article 5 of the law further requires employers to give

2

necessary consideration to allow workers to work under healthy and safe conditions.

3

Thus, when an employer finds that her employee is mentally ill, she must reduce the

4

person’s workload, transfer him to a less-demanding job, or allow him to take a leave.

5

We note, however, that there remains a possibility that an employee who does not want

6

such an arrangement may conceal their health problem until it becomes serious.

7

Our findings would offer useful advice to those occupational physicians: we

8

should focus not only on the total number of overtime hours but also the number of

9

weekly rest days (with less focus on the daily rest period).

10 11

A2. The Estimation Results for the Measurement Period of 1 Month and 2 Weeks

12

In the main text, we focused on the measurement period of two months. In this

13

appendix, using a fixed-effect linear probability model, we compare measurement

14

periods of different lengths, i.e. two weeks and one month, in order to examine

15

whether the effect of accumulated fatigue varies by the length of the measurement

16

period (Table A1). There is a lack of systematic research on how long workers can

17

work long hours without causing mental illness.

18

The results for white-collar workers indicate that the coefficients of overtime

19

are significantly positive for all three measurement periods and that the coefficients of

20

working on weekends are significantly positive for the measurement periods of 1 and 2

21

months but not for the two-week period. We interpret that people can endure having no

22

weekend rests for a week or two, but weekends for one or more months may become

23

intolerable. As for the results of blue-collar workers, the coefficients of working after

24

midnight are positive but not significant for both measurement periods of two weeks

25

and one month.

26

In summary, based on the comparison of the results for the three different

27

measurement periods, we can point out the following relationship between work 27

1

schedule measures and mental health: for white-collar workers, fatigue due to overtime

2

work affects mental health in a relatively short period of time (i.e., two weeks),

3

whereas fatigue due to working on weekends needs to accumulate for a month or more

4

before mental health deteriorates. For blue-collar workers, fatigue due to night work

5

needs to accumulate for approximately two months before mental health is affected.

6

A3. Comparison between Ordered Logit and BUC models

7

In order to examine how unobservable individual heterogeneity affects the estimated

8

effect in models without individual fixed effects, we ran ordered logit model

9

estimations and compared the results with our BUC model estimation. Table A2 shows

10

the comparison. Interestingly, the effects of overtime hours and working on weekends,

11

which are significant in the BUC models, are no longer significant. The coefficients are

12

also much smaller in the ordered logit model. These results imply that the estimated

13

coefficients in the ordered logit models are downward biased, possibly due to the

14

“healthy worker effect”.

15

The difference in the estimation between the two models is much smaller for

16

blue-collar workers. Although the coefficient is somewhat smaller in the ordered logit

17

model, it is significant at the 1% level, whereas it is only weakly significant in the

18

BUC model. We interpret that the healthy worker effect bias is negligible for

19

blue-collar workers because most shift workers experience midnight work once in a

20

while.

21 22

28

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34

1

Figure 1. The predicted probability of having mental health problems, by decile

0.70

Ovetime(Weekdays) (White-Collar)

0.60

Probability of 0.50 having mental problems 0.40

Ovetime(Weekend) (White-Collar) Working after midnight (Blue-collar)

0.30

0.20

0.10

0.00 p10 p20 p30 p40 p50 p60 p70 p80 p90

Percentiles

2 3

Note: The predicted probabilities are calculated using the means of the independent variables

4

other than overtime work hours on weekdays and those on weekends.

5

35

1

Table 1. Basic statistics for white-collar workers White-collar workers Variable Age Tenure Marriage Female Mental Health Status Mental Health Dummy Hourly Wage(Yen) Sales Dummy

Obs 1334 1334 1334 1334 1334 1334 1334 1334

Mean 37.013 10.947 0.642 0.319 1.470 0.405 2124.197 0.314

SD 9.245 9.820 0.480 0.466 0.616 0.491 1013.025 0.464

Working Style Variables (Measurement period: Two months) Total Workdays 1334 40.050 2.768 Number of Trips on Business 1334 1.121 3.569 Overtime (total) 1334 65.835 35.246 Working after Midnight 1334 4.930 18.116 Short Rest Period 1334 2.286 3.860 Working on Weekends 1334 2.495 3.088 Overtime (weekdays) 1334 57.793 30.459 Overtime (weekends) 1334 7.042 11.544

Min 23.000 0.000 0 0 1 0 1325.096 0

Max 59.000 36.000 1 1 3 1 32196.520 1

5.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

56.000 48.000 222.800 136.250 26.000 15.000 194.090 107.500

2 3

Note: Hourly wage is annual income in units of Japanese yen divided by annual work

4

hours. The year-end exchange rate of US$1 to Japanese Yen was 121.61 and 117.49 for

5

2015 and 2016, respectively.

6

36

1

Table 2. Basic statistics for blue-collar workers Blue-collar workers Variable Age Tenure Marriage Female Mental Health Status Mental Health Dummy Hourly Wage(Yen)

Obs 786 786 786 786 786 786 786

Mean 38.085 12.948 0.565 0.280 1.635 0.551 1787.273

SD Min 9.506 19.000 10.883 0.000 0.496 0 0.449 0 0.633 1 0.498 0 424.336 1015.859

Working Style Variables(Measurement period: Two months) Total Workdays 786 40.132 3.114 Number of Trips on Business 786 0.196 1.483 Overtime (total) 786 68.091 40.269 Working after Midnight 786 30.560 38.642 Short Rest Period 786 1.190 1.977 Working on Weekends 786 7.282 4.188 Overtime (weekdays) 786 51.487 29.185 Overtime (weekends) 786 16.604 15.051 2 3

37

28.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

Max 59.000 40.000 1 1 3 1 3832.522

52 22 201.07 215.25 20 15 172.91 86.57

1

Table 3. Descriptive statistics for white-collar workers Mental Health Status Keeping Having a Having a Work Schedule little great mentally Characteristic healthy mental mental Measure burden burden Total (unit of measurement) (N=794) (N=453) (N=87) (N=1334) Overtime(total)(hours) 64.717 66.283 73.702 65.834 Working after Midnight(hours) 4.235 5.657 7.478 4.930 Short Rest Period(times) 2.207 2.313 2.874 2.286 Working on Weekends(times) 2.445 2.556 2.632 2.494

2 3 4 5

Table 4. Descriptive statistics for blue-collar workers

6 7

Mental Health Status Keeping Having a Having a Work Schedule mentally little great Characteristic healthy mental mental Measure burden burden Total (unit of measurement) (N=353) (N=367) (N=66) (N=786) Overtime(total)(hours) 67.728 68.960 65.189 68.091 Working after Midnight(hours) 24.990 35.126 34.953 30.560 Short Rest Period(times) 1.107 1.297 1.030 1.189 Working on Weekends(times) 7.107 7.476 7.136 7.282 8

38

1

Table 5. Estimation for Linear Probability with Fixed-Effects Model (White-collar Workers) Measurement period: 2 months Dependent variable: Mental health status dummy (0:"Healthy" , 1:"Having a little mental burden" or" Having a great mental burden") Model 1 Model 2 Model 3 Model 4 Overtime (total) 0.0017*** [0.0007] Working after Midnight 0.0006 [0.0020] Short Rest Period 0.0039 [0.0051] Working on Weekends 0.0252*** [0.0083] Overtime (weekdays) Overtime (weekends) Controls: Age, working days, hourly wage, sales dummy, the number of business trips Observation

Yes Yes 1334

Yes Yes 1334

Yes Yes 1334

Yes Yes 1334

Model 5 Model 6 0.0019** [0.0009] 0.0000 [0.0018] -0.0063 [0.0066] 0.0209** [0.0089] 0.0015*** [0.0007] 0.0032** [0.0016] Yes Yes 1334

Yes Yes 1334

2 3

Notes: Robust standard errors are reported in parentheses. * p<.1; ** p<.05; *** p<.01.

4 5

39

Model 7

0.0006 [0.0019] -0.0065 [0.0068]

0.0021** [0.0010] 0.0033** [0.0016] Yes Yes 1334

1

Table 6. Estimation for Linear Probability with Fixed-Effects Model (Blue-collar Workers) Measurement period: 2 months Dependent variable: Mental health status dummy (0:"Healthy" , 1:"Having a little mental burden" or" Having a great mental burden") Model 1 Model 2 Model 3 Model 4 Overtime (total) 0.0012 [0.0009] Working after Midnight 0.0016** [0.0007] Short Rest Period 0.0063 [0.0121] Working on Weekends 0.0096 [0.0065] Overtime (weekdays) Overtime (weekends) Controls: Age, working days, hourly wage, the number of business trips Observation

Yes Yes 786

Yes Yes 786

Yes Yes 786

Yes Yes 786

Model 5 Model 6 0.0014 [0.0011] 0.0017** [0.0007] -0.0079 [0.0131] 0.0068 [0.0067] 0.0005 [0.0011] 0.0031 [0.0020] Yes Yes 786

Yes Yes 786

2 3

Notes: Robust standard errors are reported in parentheses. * p<.1; ** p<.05; *** p<.01.

4 5

40

Model 7

0.0017** [0.0007] -0.0072 [0.0132]

0.0010 [0.0012] 0.0033 [0.0020] Yes Yes 786

1

Table 7. Estimation for BUC Model (White-collar Workers) Measurement period: 2 months Dependent variable: Mental health status (1:"Healthy" , 2:"Having a little mental burden", 3:"Having a great mental burden") Model 1 Model 2 Model 3 Model 4 Model 5 Model 6 Model 7 Overtime (total) 0.0146** 0.0224** [0.0065] [0.0094] Working after Midnight 0.0077 0.0019 0.0088 [0.0113] [0.0077] [0.0109] Short Rest Period 0.0258 -0.0828 -0.0751 [0.0390] [0.0607] [0.0596] Working on Weekends 0.2443*** 0.2355*** [0.0824] [0.0812] Overtime (weekdays) 0.0137*** 0.0217*** [0.0066] [0.0094] Overtime (weekends) 0.0367* 0.0354* [0.0912] [0.0197] Controls: Age, working days, hourly wage, Yes Yes Yes Yes Yes Yes Yes sales dummy, the number of business trips Yes Yes Yes Yes Yes Yes Yes Observation 418 418 418 418 418 418 418

2 3

Notes: Cluster robust standard errors are reported in parentheses. * p<.1; ** p<.05; *** p<.01.

4

41

1

Table 8. Estimation for BUC Model (Blue-collar Workers) Measurement period: 2 months Dependent variable: Mental health status (1:"Healthy" , 2:"Having a little mental burden", 3:"Having a great mental burden") Model 1 Model 2 Model 3 Model 4 Overtime (total) 0.0103 [0.0083] Working after Midnight 0.0142** [0.0070] Short Rest Period 0.0397 [0.0987] Working on Weekends 0.0382 [0.0491] Overtime (weekdays) Overtime (weekends) Controls: Age, working days, hourly wage, the number of business trips Observation

Yes Yes 254

Yes Yes 254

Yes Yes 254

Yes Yes 254

Model 5 Model 6 0.0119 [0.0113] 0.0134* [0.0069] -0.0748 [0.1256] 0.0018 [0.0531] 0.0105 [0.0099] 0.0099 [0.0152] Yes Yes 254

Yes Yes 254

Model 7

0.0135* [0.0069] -0.0802 [0.1253]

0.0134 [0.0123] 0.0099 [0.0157] Yes Yes 254

2 3

Notes: Cluster robust standard errors are reported in parentheses. * p<.1; ** p<.05; *** p<.01.

4

42

1

Table A1. Estimation for Linear Probability with Fixed-Effects Model (White- and Blue-collar

2

Workers) Measurement period: two weeks, 1 month and 2 months

3 Measurement periods: 2 weeks, 1 month and 2 months Dependent variable: Mental health status dummy (0:"Healthy", 1:"Having a little mental burden" or "Having a great mental burden") White-collar workers Blue-collar workers 2 weeks 1 month 2 months 2 weeks 1 month 2 months Overtime (total) 0.0063** 0.0026* 0.0019** 0.0026 -0.0001 0.0014 [0.0025] [0.0013] [0.0009] [0.0039] [0.0018] [0.0011] Working after Midnight 0.0026 0.0005 0.0000 0.0011 0.0015 0.0017** [0.0059] [0.0030] [0.0018] [0.0023] [0.0013] [0.0007] Short Rest Period -0.0271 -0.0032 -0.0063 -0.0114 0.0059 -0.0079 [0.0200] [0.0105] [0.0066] [0.0397] [0.0131] [0.0131] Working on Weekends 0.0255 0.0409*** 0.0209** -0.0481 0.0155 0.0068 [0.0318] [0.0149] [0.0089] [0.0390] [0.0130] [0.0067] Controls: Age, working days, hourly wage, Yes Yes Yes Yes Yes Yes sales dummy, the number of business trips Yes Yes Yes Yes Yes Yes Observation 1332 1334 1334 786 786 786

4 5

Notes: Robust standard errors are reported in parentheses. * p<.1; ** p<.05; *** p<.01. The

6

results for the 2-month period are the same as those obtained for model 5 in Tables 5

7

and 6. In the results for the 2-week period, two samples are dropped because these

8

employees had no attendance during the 2 weeks due to taking leave.

9 10

43

1

Table A2. Comparison between Ordered Logit and BUC Models (White- and Blue-collar

2

Workers)

3

Measurement periods: 2 months Dependent variable: Mental health status dummy (1:"Healthy", 2:"Having a little mental burden", 3:"Having a great mental burden") White-collar workers Blue-collar workers Ologit BUC Ologit BUC Overtime (total) 0.0022 0.0224** -0.0042 0.0119 [0.0030] [0.0094] [0.0040] [0.0113] Working after Midnight 0.0056 0.0019 0.0073*** 0.0134* [0.0044] [0.0077] [0.0025] [0.0069] Short Rest Period 0.0134 -0.0828 0.0203 -0.0748 [0.0214] [0.0607] [0.0493] [0.1256] Working on Weekends -0.0306 0.2355*** -0.0040 0.0018 [0.0272] [0.0812] [0.0241] [0.0531] Controls: Age, working days, hourly wage, Yes Yes Yes Yes sales dummy, the number of business trips Yes Yes Yes Yes Observation 1334 418 776 254 4

Notes: Cluster robust standard errors are reported in parentheses. * p<.1; ** p<.05; *** p<.01.

5

The results for the 2-month period are the same as those obtained in Model 5 in Tables 7 and 8.

6

Female dummy and Education dummy are also included in the ordered logit estimation

44

1

45

Mental Health Effects of Long Work Hours, Night and Weekend Work, and Short Rest Periods

Kaori SATO (Corresponding author) Kokushikan University 4 -28-1 Setagaya, Setagaya-ku, Tokyo 154-8515 JAPAN e-mail: [email protected] phone: +81 0354813181 Sachiko KURODA Waseda University 1-6-1 Nishi-waseda, Shinjuku-ku, Tokyo 169-8050 JAPAN e-mail: [email protected] Hideo OWAN Waseda University, RIETI 1-6-1 Nishi-waseda, Shinjuku-ku, Tokyo 169-8050 JAPAN e-mail: [email protected]

Acknowledgements: This study was conducted as part of the project “Economic Analysis of Human Resource Allocation Mechanisms within the Firm: Insider econometrics using HR data” undertaken at the Research Institute of Economy, Trade and Industry (RIETI). This work was also supported by JSPS KAKENHI Grant Number JP17H06591, 18H03632, 16K03715 and 25245041.

White-collar Ovetime(Weekdays) Ovetime(Weekend) Blue-collar Working after midnight

p10

p20

p30

p40

p50

p60

p70

p80

p90

21.06 0

34.09 0

42.76 0

50.42 0

56.92 0

63.67 4

72.56 7.91

82.66 13.75

98.06 23.5

0

0

0

0 11.125

29

47.5

64.75

85

p10 Ovetime(Weekdays) (White-Collar) Ovetime(Weekend) (White-Collar) Working after midnight (Blue-collar)

p20

p30

p40

p50

0.3248 0.3526 0.3711 0.3875 0.4014

p60

p70

p80

p90

dif

0.4158 0.4349 0.4563 0.4892

0.1644

0.3822 0.3822 0.3822 0.3822 0.3822 0.3954 0.4082 0.4274 0.4595

0.0772

0.4993 0.4993 0.4993 0.4993 0.5181

0.1434

0.5483 0.5795 0.6086 0.6427

Figure1 0.70

Ovetime(Weekdays) (White-Collar)

0.60

Probability of 0.50 having mental problems 0.40

Ovetime(Weekend) (White-Collar) Working after midnight (Blue-collar)

0.30

0.20

0.10

0.00 p10 p20 p30 p40 p50 p60 p70 p80 p90

Percentiles

Table1 White-collar workers Variable Age Tenure Marriage Female Mental Health Status Mental Health Dummy Hourly Wage(Yen) Sales Dummy

Obs 1334 1334 1334 1334 1334 1334 1334 1334

Mean 37.013 10.947 0.642 0.319 1.470 0.405 2124.197 0.314

SD 9.245 9.820 0.480 0.466 0.616 0.491 1013.025 0.464

Working Style Variables (Measurement period: Two months) Total Workdays 1334 40.050 2.768 Number of Trips on Business1334 1.121 3.569 Overtime (total) 1334 65.835 35.246 Working after Midnight 1334 4.930 18.116 Short Rest Period 1334 2.286 3.860 Working on Weekends 1334 2.495 3.088 Overtime (weekdays) 1334 57.793 30.459 Overtime (weekends) 1334 7.042 11.544

Min 23.000 0.000 0 0 1 0 1325.096 0

Max 59.000 36.000 1 1 3 1 32196.520 1

5.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000

56.000 48.000 222.800 136.250 26.000 15.000 194.090 107.500

Table2 Blue-collar workers Variable Age Tenure Marriage Female Mental Health Status Mental Health Dummy Hourly Wage(Yen)

Obs 786 786 786 786 786 786 786

Mean 38.085 12.948 0.565 0.280 1.635 0.551 1787.273

SD Min 9.506 19.000 10.883 0.000 0.496 0 0.449 0 0.633 1 0.498 0 424.336 1015.859

Working Style Variables(Measurement period: Two months) 40.132 3.114 28.000 Total Workdays 786 0.196 1.483 0.000 Number of Trips on Business 786 68.091 40.269 0.000 Overtime (total) 786 30.560 38.642 0.000 Working after Midnight 786 1.190 1.977 0.000 Short Rest Period 786 7.282 4.188 0.000 Working on Weekends 786 51.487 29.185 0.000 Overtime (weekdays) 786 16.604 15.051 0.000 Overtime (weekends) 786

Max 59.000 40.000 1 1 3 1 3832.522

52 22 201.07 215.25 20 15 172.91 86.57

Table 3

Table 4

Mental Health Status Keeping Having a Having a Work Schedule mentally little great Characteristic healthy mental mental Measure burden burden Total (unit of measurement) (N=794) (N=453) (N=87) (N=1334) Overtime(total)(hours) 64.717 66.283 73.702 65.834 Working after Midnight(hours) 4.235 5.657 7.478 4.930 Short Rest Period(times) 2.207 2.313 2.874 2.286 Working on Weekends(times) 2.445 2.556 2.632 2.494

Mental Health Status Keeping Having a Having a Work Schedule mentally little great Characteristic healthy mental mental Measure burden burden (unit of measurement) (N=353) (N=367) (N=66) Overtime(total)(hours) 67.728 68.960 65.189 Working after Midnight(hours) 24.990 35.126 34.953 Short Rest Period(times) 1.107 1.297 1.030 Working on Weekends(times) 7.107 7.476 7.136

Total (N=786) 68.091 30.560 1.189 7.282

Table 5 Measurement period: 2 months Dependent variable: Mental health status dummy (0:"Healthy" , 1:"Having a little mental burden" or" Having a great mental burden") Model 1 Model 2 Model 3 Model 4 0.0017*** Overtime (total) [0.0007] 0.0006 Working after Midnight [0.0020] 0.0039 Short Rest Period [0.0051] 0.0252*** Working on Weekends [0.0083] Overtime (weekdays) Overtime (weekends) Controls: Age, working days, hourly wage, sales dummy, the number of business trips Observation

Yes Yes 1334

Yes Yes 1334

Yes Yes 1334

Yes Yes 1334

Model 5 Model 6 0.0019** [0.0009] 0.0000 [0.0018] -0.0063 [0.0066] 0.0209** [0.0089] 0.0015*** [0.0007] 0.0032** [0.0016] Yes Yes 1334

Yes Yes 1334

Model 7

0.0006 [0.0019] -0.0065 [0.0068]

0.0021** [0.0010] 0.0033** [0.0016] Yes Yes 1334

Table 6 Measurement period: 2 months Dependent variable: Mental health status dummy (0:"Healthy" , 1:"Having a little mental burden" or" Having a great mental burden") Model 1 Model 2 Model 3 Model 4 0.0012 Overtime (total) [0.0009] 0.0016** Working after Midnight [0.0007] Short Rest Period 0.0063 [0.0121] 0.0096 Working on Weekends [0.0065] Overtime (weekdays) Overtime (weekends) Controls: Age, working days, hourly wage, the number of business trips Observation

Yes Yes 786

Yes Yes 786

Yes Yes 786

Yes Yes 786

Model 5 Model 6 0.0014 [0.0011] 0.0017** [0.0007] -0.0079 [0.0131] 0.0068 [0.0067] 0.0005 [0.0011] 0.0031 [0.0020] Yes Yes 786

Yes Yes 786

Model 7

0.0017** [0.0007] -0.0072 [0.0132]

0.0010 [0.0012] 0.0033 [0.0020] Yes Yes 786

【BUCモデルによる推定】

Table 7 Measurement period: 2 months Dependent variable: Mental health status (1:"Healthy" , 2:"Having a little mental burden", 3:"Having a great mental burden") Model 1 Model 2 Model 3 Model 4 Model 5 Model 6 Model 7 0.0146** 0.0224** Overtime (total) [0.0065] [0.0094] 0.0077 0.0019 Working after Midnight 0.0088 [0.0113] [0.0077] [0.0109] 0.0258 -0.0828 Short Rest Period -0.0751 [0.0390] [0.0607] [0.0596] 0.2443*** 0.2355*** Working on Weekends [0.0824] [0.0812] 0.0137*** 0.0217*** Overtime (weekdays) [0.0066] [0.0094] 0.0367* 0.0354* Overtime (weekends) [0.0912] [0.0197] Controls: Yes Yes Yes Yes Yes Yes Yes Age, working days, hourly wage, Yes Yes Yes Yes Yes Yes Yes sales dummy, the number of business trips Observation 418 418 418 418 418 418 418

Table 8 Measurement period: 2 months Dependent variable: Mental health status (1:"Healthy" , 2:"Having a little mental burden", 3:"Having a great mental burden") Model 1 Model 2 Model 3 Model 4 0.0103 Overtime (total) [0.0083] 0.0142** Working after Midnight [0.0070] 0.0397 Short Rest Period [0.0987] 0.0382 Working on Weekends [0.0491] Overtime (weekdays) Overtime (weekends) Controls: Age, working days, hourly wage, the number of business trips Observation

Yes Yes 254

Yes Yes 254

Yes Yes 254

Yes Yes 254

Model 5 Model 6 0.0119 [0.0113] 0.0134* [0.0069] -0.0748 [0.1256] 0.0018 [0.0531] 0.0105 [0.0099] 0.0099 [0.0152] Yes Yes 254

Yes Yes 254

Model 7

0.0135* [0.0069] -0.0802 [0.1253]

0.0134 [0.0123] 0.0099 [0.0157] Yes Yes 254

Table A1

Measurement periods: 2 weeks, 1 month and 2 months Dependent variable: Mental health status dummy (0:"Healthy", 1:"Having a little mental burden" or "Having a great mental burden") White-collar workers Blue-collar workers 2 weeks 1 month 2 months 2 weeks 1 month 2 months 0.0026* 0.0019** 0.0026 -0.0001 0.0014 Overtime (total) 0.0063** [0.0025] [0.0013] [0.0009] [0.0039] [0.0018] [0.0011] 0.0026 0.0005 0.0000 0.0011 0.0015 0.0017** Working after Midnight [0.0059] [0.0030] [0.0018] [0.0023] [0.0013] [0.0007] -0.0271 -0.0032 -0.0063 Short Rest Period -0.0114 0.0059 -0.0079 [0.0105] [0.0066] [0.0397] [0.0131] [0.0131] [0.0200] 0.0255 0.0409*** 0.0209** -0.0481 0.0155 0.0068 Working on Weekends [0.0318] [0.0149] [0.0089] [0.0390] [0.0130] [0.0067] Controls: Yes Yes Yes Yes Yes Yes Age, working days, hourly wage, Yes Yes Yes Yes Yes Yes sales dummy, the number of business trips Observation 1332 1334 1334 786 786 786

【BUCモデルによる推定】 Table A2 White Collar 1month Measurement period: 1 month Dependent variable: Mental health status (1:"Healthy" ,2:"Having a little mental burden", 3:"Having a great mental burden") Model 1 Model 2 Model 3 Model 4 Model 5 0.0254** Overtime [0.0105] 0.0216 Working after Midnight [0.0221] 0.0572 Short Rest Period [0.0610] 0.4228*** Working on Weekends [0.1339] 0.0436** Overtime(Weekday) [0.0192] 0.0223 Overtime(Weekend) [0.0388] Controls: Yes Yes Yes Yes Age, tenure, working days, wage rate Yes Yes Yes sales dummy, the number of business trip Yes Observation 418 418 418 418

Blue Collar 1month Measurement period: 1 month Dependent variable: Mental health status (1:"Healthy" ,2:"Having a little mental burden", 3:"Having a great mental burden") Model 6 Model 7 Model 1 Model 2 Model 3 Model 4 Model 5 0.0307** 0.0075 Overtime [0.0141] [0.0129] 0.0117 0.0380 0.0072 Working after Midnight [0.0294] [0.0142] [0.0103] 0.0325 -0.2619* -0.0713 Short Rest Period [0.1446] [0.0862] [0.1452] 0.3723*** 0.0790 Working on Weekends [0.1351] [0.0931] 0.0691*** 0.0076 Overtime(Weekday) [0.0245] [0.0161] 0.0044 0.0074 Overtime(Weekend) [0.0388] [0.0203] Controls: Yes Yes Yes Yes Yes Age, tenure, working days, wage rate Yes Yes Yes Yes Yes Yes Yes the number of business trip 418 418 Observation 254 254 254 254

2 weeks Measurement period: 2 months Dependent variable: Mental health status (1:"Healthy" ,2:"Having a little mental burden", 3:"Having a great mental burden") Model 1 Model 2 Model 3 Model 4 Model 5 0.0406** Overtime [0.0183] 0.0320 Working after Midnight [0.0277] 0.0030 Short Rest Period [0.1060] 0.2865 Working on Weekends [0.2858] 0.0436** Overtime(Weekday) [0.0192] 0.0223 Overtime(Weekend) [0.0388] Controls: Yes Yes Yes Yes Age, tenure, working days, wage rate Yes Yes Yes sales dummy, the number of business trip Yes Observation 418 418 418 418

2 weeks Measurement period: 2 months Dependent variable: Mental health status (1:"Healthy" ,2:"Having a little mental burden", 3:"Having a great mental burden") Model 1 Model 2 Model 3 Model 4 Model 5 -0.0032 Overtime [0.0238] 0.0022 Working after Midnight [0.0148] -0.1126 Short Rest Period [0.2704] -0.4727 Working on Weekends [0.2962] 0.0310 Overtime(Weekday) [0.0291] -0.0511 Overtime(Weekend) [0.0330] Controls: Yes Yes Yes Age, tenure, working days, wage rate Yes Yes Yes Yes Yes the number of business trip Observation 254 254 254 254

Model 6 Model 7 0.0545** [0.0231] 0.0284 0.0380 [0.0293] [0.0294] -0.1906 -0.2619* [0.1409] [0.1446] 0.0042 [0.3143] 0.0691*** [0.0245] 0.0044 [0.0388] Yes Yes 418

Model 6 Model 7 0.0037 [0.0150] 0.0099 0.0111 [0.0106] [0.0102] 0.0049 -0.0041 [0.1557] [0.1593] 0.0453 [0.1024] 0.0067 [0.0175] 0.0053 [0.0204] Yes Yes 254

Model 6 0.0297 [0.0306] 0.0021 [0.0147] -0.1538 [0.3005] -0.6298* [0.3503]

Model 7

0.0025 [0.0145] -0.1405 [0.2891]

0.0370 [0.0323] -0.0458 [0.0347] Yes Yes 254

Measurement periods: 2 months Dependent variable: Mental health status dummy (1:"Healthy", 2:"Having a little mental burden", 3:"Having a great mental burden") White-collar workers Blue-collar workers Ologit BUC Ologit BUC 0.0022 0.0224** -0.0042 0.0119 Overtime (total) [0.0030] [0.0094] [0.0040] [0.0113] 0.0056 0.0019 0.0073*** 0.0134* Working after Midnight [0.0044] [0.0077] [0.0025] [0.0069] 0.0134 -0.0828 0.0203 -0.0748 Short Rest Period [0.0214] [0.0607] [0.0493] [0.1256] -0.0306 0.2355*** -0.0040 0.0018 Working on Weekends [0.0272] [0.0812] [0.0241] [0.0531] Controls: Yes Yes Yes Yes Age, working days, hourly wage, Yes Yes Yes Yes sales dummy, the number of business trips Observation 1334 418 776 254

Highlights (Mental Health Effects of Long Work Hours, Night and Weekend Work, and Short Rest Periods)  

Long working hours cause the mental health of white-collar workers to deteriorate. Weekends rest is more important for white-collar workers’ mental health.

 

The strain of night work is more crucial for blue-collar workers’ mental health. Short Rest Periods seem not to be related to mental health regardless of job type.

CRediT author statement

Kaori SATO: Writing - Original Draft, Methodology, Visualization, Software, Formal analysis, Validation

Sachiko KURODA: Conceptualization, Writing - Review & Editing, Methodology, Funding acquisition

Hideo OWAN: Data Curation, Supervision, Project administration, Funding acquisition, Writing - Review & Editing, Conceptualization, Methodology