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The impact of maternal depression on children’s cognitive development: An analysis based on panel quantile regressions
Economics Letters 126 (2015) 107–109
Contents lists available at ScienceDirect
Economics Letters journal homepage: www.elsevier.com/locate/ecolet
The impact of maternal depression on children’s cognitive development: An analysis based on panel quantile regressions Linyue Yu a,∗ , Virginia Wilcox-Gök b a
Beijing Jiaotong University, School of Economics and Management, China
b
Northern Illinois University, Department of Economics, United States
highlights • • • •
The impact of maternal depression on children’s cognitive development at early schooling years is studied. We use unconditional panel quantile regressions to control children’s fixed effects. Empirical results suggest that effects of maternal depression vary across the actual distribution of cognitive skills. Students falling in the 40% to 50% of the cognitive test score distribution are most affected.
article
info
Article history: Received 25 August 2014 Received in revised form 18 November 2014 Accepted 22 November 2014 Available online 29 November 2014
abstract We use unconditional quantile regressions for panel data to capture the various effects of maternal depression along the actual distribution of children’s cognitive test scores. Children falling in the middle of the test score distribution are most impacted. © 2014 Elsevier B.V. All rights reserved.
JEL classification: I12 J24 Keywords: Maternal depression Cognitive development Panel quantile regression
1. Introduction Experiences during childhood can have persistent effects on outcomes in adulthood (See Currie and Almond, 2011, for a comprehensive review). Base on the human development model in Heckman (2007), parental mental health can be important for children’s skill development. Maternal depression is a significant problem because of its prevalence and adverse effects on children’s development (Goodman et al., 2011). Studies in sociology focus mainly on very young, usually under five-year old, children, finding that depressed mothers are less effective in parenting and provide less cognitive stimulating interactions (Kiernan and Huerta, 2008; Turney, 2011), and that maternal depression negatively
∗ Correspondence to: Siyuan Dong Building # 803, Shang Yuan Cun 3, Haidian District, Beijing, 100044, China. Tel.: +86 10 51687186. E-mail address: [email protected] (L. Yu). http://dx.doi.org/10.1016/j.econlet.2014.11.025 0165-1765/© 2014 Elsevier B.V. All rights reserved.
affects children’s cognitive development (e.g. Murray et al., 1996; Petterson and Albers, 2001). Despite this topic’s importance, it received little attention in economic literature (Frank and Meara, 2009, is a notable exception). Another limitation is that the effect of maternal depression is assumed to be homogeneous for all children in most of the studies. This average effect, however, may not be representative throughout the cognitive skill distribution. If this is the case, the differential effect of maternal depression is most likely due to both observable and unobservable children’s characteristics. With conditional quantile regression, unobservables lead to biased estimates, and additive control variables change the interpretation of the coefficient for maternal depression. Thus, we use a new unconditional quantile regression for panel data (UQRPD) proposed by Powell (2012) to address such issues. We fill the gap in this literature by examining the heterogeneous effects of maternal depression along the actual distribution of children’s cognitive test scores during their early schooling years, taking children’s fixed effects into account.
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L. Yu, V. Wilcox-Gök / Economics Letters 126 (2015) 107–109
Table 1 Cognitive test scores by maternal depression status. Depression status
Quantile 5
25
50
75
95
N
A. Mathematics No Moderate Difference (%) Severe Difference (%)
28.99 25.51 12.00 25.66 11.49 B. Reading
47.46 41.45 12.66 40.94 13.73
105.12 90.29 14.11 89.56 14.80
140.23 133.75 4.62 126.57 9.74
166.25 164.67 0.95 158.74 4.52
11,542 1,320
No Moderate Difference (%) Severe Difference (%)
38.44 34.77 9.55 34.56 10.09
53.70 47.67 11.23 45.55 15.18
132.02 113.85 13.76 107.67 18.44
170.85 161.95 5.21 156.15 8.60
199.68 196.95 1.37 193.3 3.20
11,542 1,320
508
508
Note: A Kolmogorov–Smirnov type test of stochastic dominance indicate that the cognitive test scores of children with mothers who do not have depression dominates those of children with depressed mothers at 1% significance level except children scoring in the 95th percentile.
2. Methodology In this section, we briefly discuss the UQRPD approach which we use to examine the various effects of maternal depression. Consider a quantile specification using panel data, Yijt = Depit β(u∗ijt ),
u∗ijt ∼ U (0, 1)
(1)
where i refers to child, and j refers to the subject of cognitive tests and t refers to the time period. Y presents a child’s cognitive test scores. Dep is the indicator of whether a mother has depressive symptoms. u∗ijt = f (αij , uijt ) is a function of child’s fixed effect αij (e.g. endowment from family) and a time-varying disturbance term uijt (e.g. random shocks during the tests), and presents a child’s ability. Assume that the relationship between u∗ijt and Yijt is (weakly) monotonic, then, a child with higher u∗ijt is more likely to obtain a higher test score given his mother’s depression status. There are a few studies that include an additive term to address fixed effect (e.g. Koenker, 2004; Canay, 2011), however, it is informative to see that the individual’s fixed effect αij cannot be separated from the disturbance term uijt , and the effects of covariates vary according to the nonseparable u∗ijt . To achieve our goal, it is necessary to estimate children’s outcomes not conditioning on the control variables while controlling for the child’s fixed effect. The UQRPD allows an arbitrary correlation between child’s fixed effect αij and mother’s depression, Dep, to reflect the mean fixed effect. Because αij is never estimated, UQRPD provides information of how the maternal depression impacts the actual distribution of children’s cognitive test scores. We estimate the following Structural Quantile Function, SYijt = γht (τ ) + Depit β(τ ),
τ ∈ (0, 1)
(2)
where τ refers to uijt . The index h refers to a set of exogenous timevarying variables. γht is a vector of parameters defined by the space ht = {h × t }, and is primarily for identification. The identification stems from with-in person variations of exogenous covariates. It is likely that a high test score of a child from wealthy family is much different than that of a child from family in poverty, if not for the simple fact of the differential educational resources children can obtain. Therefore, we construct fixed effects based on the survey time (t = (1, 2, 3)) and household income. See Powell (2012) for details of estimation procedure. ∗
3. Empirical analysis We use data from the Early Childhood Longitudinal Study, Kindergarten class of 1988–1999 (ECLS-K) to examine the various effects of maternal depression across the distribution of child’s cognitive test scores. Children and their parents were surveyed
when the child was in kindergarten, 3rd grade, and 8th grade. We use Item Response Theory (IRT) scale scores of mathematics and reading to measure children’s cognitive skills. The variable of interest, maternal depression is measured using the 12-item short version of the Center for Epidemiological Studies Depression Scale (CES-D).1 The respondent allocates 0–3 points to each item, yielding a total score from the 12 items between 0 and 36. The higher the score the more significant are the individual’s depressive symptoms. To examine whether the severity of maternal depression matters for child’s cognitive development, we use two alternative measures of maternal depression. Based on the guidelines provided by the National Center for Educational Statistics (Nord et al., 2004), one of our measures is a cut point of CES-D score greater than 9, called moderate depression; the other one is a cut point of CES-D score greater than 14, called severe depression. We restrict our sample to observations without missing value for each variable. The final sample contains 13,370 observations.2 For our study sample, 10% of the observations are children of mothers reporting only moderate depression and 3.8% reporting severe depression. Table 1 reports summary statistics of children’s cognitive scores at selected quantiles. We compare test scores of children with depressed mothers and those with mothers who do not have depression. We can see that the score differences first increase moderately before the median of the test score distributions, and then fall sharply in top quantiles, suggesting that the effect of maternal depression is likely to be heterogeneous, and children in lower quantiles are responsible for a larger share of the mean effect. Turning to the UQRPD results, we find most of the estimates are statistically significant and negative, implying that maternal depression is harmful for child’s cognitive skills development. Our Kolmogorov–Smirnov type test (see Chernozhukov and Hansen, 2006) results reject the null hypothesis of equality of the coefficients at α = 0.01 level, indicating that the mean effect of maternal depression is not representative in this context. Fig. 1 presents the UQRPD estimates for children’s math IRT scale score. Both mother’s moderate and severe depression reduces a child’s math score. Severe maternal depression generally has a larger negative effect. While children scoring in the bottom and top 20% of the math score distribution are barely affected by maternal depression, children scoring in the 40%–50% of the math score distribution are most impacted. The greatest point loss in math score, as much as 10.3 points (9.8%), occurs for children scoring in the median whose mother reporting severe depression.
1 The validity and reliability of the CES-D is demonstrated in Radloff (1977). 2 Thirty-four percent of the observations are of children in kindergarten, 34% are of the same children in 3rd grade, and 32% are of the same children in 8th grade.
L. Yu, V. Wilcox-Gök / Economics Letters 126 (2015) 107–109
109
Fig. 1. Effects of maternal depression on children’s mathematics IRT scale scores. Note: The UQRPD estimates are generally smaller than unreported conditional quantile regression estimates using pooled data, although the estimates are not directly comparable. Standard errors are based on 100 bootstrap replications and clustered by child.
Fig. 2. Effects of maternal depression on children’s reading IRT scale scores. Note: The UQRPD estimates are generally smaller than unreported conditional quantile regression estimates using pooled data, although the estimates are not directly comparable. Standard errors are based on 100 bootstrap replications and clustered by child.
Fig. 2 reports the UQRPD estimates for children’s reading IRT scale score. We find that maternal depression affects children’s reading test score in a similar way: (1) severe depression generally has a larger impact on children’s reading scores; (2) children falling in the bottom and top 20% of the score distribution are least affected by maternal depression; and (3) children scoring in the 40th to 50th percentiles are most affected. The reading scores of children falling in the median of the distribution lose as much as 10 points (7.6%) from their scores when their mother report severe depression. 4. Concluding remarks The influential effects of cognitive skills developed during childhood on later educational attainment and post-school labor market earnings point to the importance of understanding how maternal depression impacts a child’s cognitive outcomes at early schooling years. In this paper, we determine heterogeneous effects of maternal depression along the actual distribution of children’s cognitive test scores when taking children’s fixed effect in to account. Children scoring in the 40%–50% of the test score distribution are most impacted by maternal depression, in particular, by severe maternal depression. References Canay, I.A., 2011. A simple approach to quantile regression for panel data. Econom. J. 14 (3), 368–386.
Chernozhukov, V., Hansen, C., 2006. Instrumental quantile regression inference for structural and treatment effect models.. J. Econometrics 132 (2), 491–525. Currie, J., Almond, D., 2011. Human capital development before age five. Handbook of Labor Economics 4, 1315–1486. Frank, R.G., Meara, E., 2009. The effect of maternal depression and substance abuse on child human capital development. Working paper, No. w15314, National Bureau of Economic Research.. Goodman, S.H., Rouse, M.H., Connell, A.M., Broth, M.R., Hall, C.M., Heyward, D., 2011. Maternal depression and child psychopathology: a meta-analytic review. Clin. Child Fam. Psych. 14 (1), 1–27. Heckman, J.J., 2007. The economics, technology, and neuroscience of human capability formation. Proc. Natl. Acad. Sci. 104 (33), 13250–13255. Kiernan, K.E., Huerta, M.C., 2008. Economic deprivation, maternal depression, parenting and children’s cognitive and emotional development in early childhood. Br. J. Sociol. 59 (4), 783–806. Koenker, R., 2004. Quantile regression for longitudinal data. J. Multivariate Anal. 91 (1), 74–89. Murray, L., FioriCowley, A., Hooper, R., Cooper, P., 1996. The impact of postnatal depression and associated adversity on early mother–infant interactions and later infant outcome. Child Dev. 67 (5), 2512–2526. Nord, C., Andreassen, C., Branden, L., Dulaney, R., Edwards, B., Elmore, A., Hilpert, R., 2004. Early Childhood Longitudinal Study, Birth Cohort (ECLS-B), User’s Manual for the ECLS-B Nine-Month Public-Use Data File and Electronic Code Book. US Department of Education, NCES, Washington, DC. Petterson, S.M., Albers, A.B., 2001. Effects of poverty and maternal depression on early child development. Child Dev. 72 (6), 1794–1813. Powell, D., 2012. Unconditional quantile regression for panel data with exogenous or endogenous regressors. Working paper WR-710-2, RAND Corporation. Radloff, L.S., 1977. The CES-D scale a self-report depression scale for research in the general population. Appl. Psychol. Meas. 1 (3), 385–401. Turney, K., 2011. Labored love: examining the link between maternal depression and parenting behaviors. Soc. Sci. Res. 40 (1), 399–415.
Contents lists available at ScienceDirect
Economics Letters journal homepage: www.elsevier.com/locate/ecolet
The impact of maternal depression on children’s cognitive development: An analysis based on panel quantile regressions Linyue Yu a,∗ , Virginia Wilcox-Gök b a
Beijing Jiaotong University, School of Economics and Management, China
b
Northern Illinois University, Department of Economics, United States
highlights • • • •
The impact of maternal depression on children’s cognitive development at early schooling years is studied. We use unconditional panel quantile regressions to control children’s fixed effects. Empirical results suggest that effects of maternal depression vary across the actual distribution of cognitive skills. Students falling in the 40% to 50% of the cognitive test score distribution are most affected.
article
info
Article history: Received 25 August 2014 Received in revised form 18 November 2014 Accepted 22 November 2014 Available online 29 November 2014
abstract We use unconditional quantile regressions for panel data to capture the various effects of maternal depression along the actual distribution of children’s cognitive test scores. Children falling in the middle of the test score distribution are most impacted. © 2014 Elsevier B.V. All rights reserved.
JEL classification: I12 J24 Keywords: Maternal depression Cognitive development Panel quantile regression
1. Introduction Experiences during childhood can have persistent effects on outcomes in adulthood (See Currie and Almond, 2011, for a comprehensive review). Base on the human development model in Heckman (2007), parental mental health can be important for children’s skill development. Maternal depression is a significant problem because of its prevalence and adverse effects on children’s development (Goodman et al., 2011). Studies in sociology focus mainly on very young, usually under five-year old, children, finding that depressed mothers are less effective in parenting and provide less cognitive stimulating interactions (Kiernan and Huerta, 2008; Turney, 2011), and that maternal depression negatively
∗ Correspondence to: Siyuan Dong Building # 803, Shang Yuan Cun 3, Haidian District, Beijing, 100044, China. Tel.: +86 10 51687186. E-mail address: [email protected] (L. Yu). http://dx.doi.org/10.1016/j.econlet.2014.11.025 0165-1765/© 2014 Elsevier B.V. All rights reserved.
affects children’s cognitive development (e.g. Murray et al., 1996; Petterson and Albers, 2001). Despite this topic’s importance, it received little attention in economic literature (Frank and Meara, 2009, is a notable exception). Another limitation is that the effect of maternal depression is assumed to be homogeneous for all children in most of the studies. This average effect, however, may not be representative throughout the cognitive skill distribution. If this is the case, the differential effect of maternal depression is most likely due to both observable and unobservable children’s characteristics. With conditional quantile regression, unobservables lead to biased estimates, and additive control variables change the interpretation of the coefficient for maternal depression. Thus, we use a new unconditional quantile regression for panel data (UQRPD) proposed by Powell (2012) to address such issues. We fill the gap in this literature by examining the heterogeneous effects of maternal depression along the actual distribution of children’s cognitive test scores during their early schooling years, taking children’s fixed effects into account.
108
L. Yu, V. Wilcox-Gök / Economics Letters 126 (2015) 107–109
Table 1 Cognitive test scores by maternal depression status. Depression status
Quantile 5
25
50
75
95
N
A. Mathematics No Moderate Difference (%) Severe Difference (%)
28.99 25.51 12.00 25.66 11.49 B. Reading
47.46 41.45 12.66 40.94 13.73
105.12 90.29 14.11 89.56 14.80
140.23 133.75 4.62 126.57 9.74
166.25 164.67 0.95 158.74 4.52
11,542 1,320
No Moderate Difference (%) Severe Difference (%)
38.44 34.77 9.55 34.56 10.09
53.70 47.67 11.23 45.55 15.18
132.02 113.85 13.76 107.67 18.44
170.85 161.95 5.21 156.15 8.60
199.68 196.95 1.37 193.3 3.20
11,542 1,320
508
508
Note: A Kolmogorov–Smirnov type test of stochastic dominance indicate that the cognitive test scores of children with mothers who do not have depression dominates those of children with depressed mothers at 1% significance level except children scoring in the 95th percentile.
2. Methodology In this section, we briefly discuss the UQRPD approach which we use to examine the various effects of maternal depression. Consider a quantile specification using panel data, Yijt = Depit β(u∗ijt ),
u∗ijt ∼ U (0, 1)
(1)
where i refers to child, and j refers to the subject of cognitive tests and t refers to the time period. Y presents a child’s cognitive test scores. Dep is the indicator of whether a mother has depressive symptoms. u∗ijt = f (αij , uijt ) is a function of child’s fixed effect αij (e.g. endowment from family) and a time-varying disturbance term uijt (e.g. random shocks during the tests), and presents a child’s ability. Assume that the relationship between u∗ijt and Yijt is (weakly) monotonic, then, a child with higher u∗ijt is more likely to obtain a higher test score given his mother’s depression status. There are a few studies that include an additive term to address fixed effect (e.g. Koenker, 2004; Canay, 2011), however, it is informative to see that the individual’s fixed effect αij cannot be separated from the disturbance term uijt , and the effects of covariates vary according to the nonseparable u∗ijt . To achieve our goal, it is necessary to estimate children’s outcomes not conditioning on the control variables while controlling for the child’s fixed effect. The UQRPD allows an arbitrary correlation between child’s fixed effect αij and mother’s depression, Dep, to reflect the mean fixed effect. Because αij is never estimated, UQRPD provides information of how the maternal depression impacts the actual distribution of children’s cognitive test scores. We estimate the following Structural Quantile Function, SYijt = γht (τ ) + Depit β(τ ),
τ ∈ (0, 1)
(2)
where τ refers to uijt . The index h refers to a set of exogenous timevarying variables. γht is a vector of parameters defined by the space ht = {h × t }, and is primarily for identification. The identification stems from with-in person variations of exogenous covariates. It is likely that a high test score of a child from wealthy family is much different than that of a child from family in poverty, if not for the simple fact of the differential educational resources children can obtain. Therefore, we construct fixed effects based on the survey time (t = (1, 2, 3)) and household income. See Powell (2012) for details of estimation procedure. ∗
3. Empirical analysis We use data from the Early Childhood Longitudinal Study, Kindergarten class of 1988–1999 (ECLS-K) to examine the various effects of maternal depression across the distribution of child’s cognitive test scores. Children and their parents were surveyed
when the child was in kindergarten, 3rd grade, and 8th grade. We use Item Response Theory (IRT) scale scores of mathematics and reading to measure children’s cognitive skills. The variable of interest, maternal depression is measured using the 12-item short version of the Center for Epidemiological Studies Depression Scale (CES-D).1 The respondent allocates 0–3 points to each item, yielding a total score from the 12 items between 0 and 36. The higher the score the more significant are the individual’s depressive symptoms. To examine whether the severity of maternal depression matters for child’s cognitive development, we use two alternative measures of maternal depression. Based on the guidelines provided by the National Center for Educational Statistics (Nord et al., 2004), one of our measures is a cut point of CES-D score greater than 9, called moderate depression; the other one is a cut point of CES-D score greater than 14, called severe depression. We restrict our sample to observations without missing value for each variable. The final sample contains 13,370 observations.2 For our study sample, 10% of the observations are children of mothers reporting only moderate depression and 3.8% reporting severe depression. Table 1 reports summary statistics of children’s cognitive scores at selected quantiles. We compare test scores of children with depressed mothers and those with mothers who do not have depression. We can see that the score differences first increase moderately before the median of the test score distributions, and then fall sharply in top quantiles, suggesting that the effect of maternal depression is likely to be heterogeneous, and children in lower quantiles are responsible for a larger share of the mean effect. Turning to the UQRPD results, we find most of the estimates are statistically significant and negative, implying that maternal depression is harmful for child’s cognitive skills development. Our Kolmogorov–Smirnov type test (see Chernozhukov and Hansen, 2006) results reject the null hypothesis of equality of the coefficients at α = 0.01 level, indicating that the mean effect of maternal depression is not representative in this context. Fig. 1 presents the UQRPD estimates for children’s math IRT scale score. Both mother’s moderate and severe depression reduces a child’s math score. Severe maternal depression generally has a larger negative effect. While children scoring in the bottom and top 20% of the math score distribution are barely affected by maternal depression, children scoring in the 40%–50% of the math score distribution are most impacted. The greatest point loss in math score, as much as 10.3 points (9.8%), occurs for children scoring in the median whose mother reporting severe depression.
1 The validity and reliability of the CES-D is demonstrated in Radloff (1977). 2 Thirty-four percent of the observations are of children in kindergarten, 34% are of the same children in 3rd grade, and 32% are of the same children in 8th grade.
L. Yu, V. Wilcox-Gök / Economics Letters 126 (2015) 107–109
109
Fig. 1. Effects of maternal depression on children’s mathematics IRT scale scores. Note: The UQRPD estimates are generally smaller than unreported conditional quantile regression estimates using pooled data, although the estimates are not directly comparable. Standard errors are based on 100 bootstrap replications and clustered by child.
Fig. 2. Effects of maternal depression on children’s reading IRT scale scores. Note: The UQRPD estimates are generally smaller than unreported conditional quantile regression estimates using pooled data, although the estimates are not directly comparable. Standard errors are based on 100 bootstrap replications and clustered by child.
Fig. 2 reports the UQRPD estimates for children’s reading IRT scale score. We find that maternal depression affects children’s reading test score in a similar way: (1) severe depression generally has a larger impact on children’s reading scores; (2) children falling in the bottom and top 20% of the score distribution are least affected by maternal depression; and (3) children scoring in the 40th to 50th percentiles are most affected. The reading scores of children falling in the median of the distribution lose as much as 10 points (7.6%) from their scores when their mother report severe depression. 4. Concluding remarks The influential effects of cognitive skills developed during childhood on later educational attainment and post-school labor market earnings point to the importance of understanding how maternal depression impacts a child’s cognitive outcomes at early schooling years. In this paper, we determine heterogeneous effects of maternal depression along the actual distribution of children’s cognitive test scores when taking children’s fixed effect in to account. Children scoring in the 40%–50% of the test score distribution are most impacted by maternal depression, in particular, by severe maternal depression. References Canay, I.A., 2011. A simple approach to quantile regression for panel data. Econom. J. 14 (3), 368–386.
Chernozhukov, V., Hansen, C., 2006. Instrumental quantile regression inference for structural and treatment effect models.. J. Econometrics 132 (2), 491–525. Currie, J., Almond, D., 2011. Human capital development before age five. Handbook of Labor Economics 4, 1315–1486. Frank, R.G., Meara, E., 2009. The effect of maternal depression and substance abuse on child human capital development. Working paper, No. w15314, National Bureau of Economic Research.. Goodman, S.H., Rouse, M.H., Connell, A.M., Broth, M.R., Hall, C.M., Heyward, D., 2011. Maternal depression and child psychopathology: a meta-analytic review. Clin. Child Fam. Psych. 14 (1), 1–27. Heckman, J.J., 2007. The economics, technology, and neuroscience of human capability formation. Proc. Natl. Acad. Sci. 104 (33), 13250–13255. Kiernan, K.E., Huerta, M.C., 2008. Economic deprivation, maternal depression, parenting and children’s cognitive and emotional development in early childhood. Br. J. Sociol. 59 (4), 783–806. Koenker, R., 2004. Quantile regression for longitudinal data. J. Multivariate Anal. 91 (1), 74–89. Murray, L., FioriCowley, A., Hooper, R., Cooper, P., 1996. The impact of postnatal depression and associated adversity on early mother–infant interactions and later infant outcome. Child Dev. 67 (5), 2512–2526. Nord, C., Andreassen, C., Branden, L., Dulaney, R., Edwards, B., Elmore, A., Hilpert, R., 2004. Early Childhood Longitudinal Study, Birth Cohort (ECLS-B), User’s Manual for the ECLS-B Nine-Month Public-Use Data File and Electronic Code Book. US Department of Education, NCES, Washington, DC. Petterson, S.M., Albers, A.B., 2001. Effects of poverty and maternal depression on early child development. Child Dev. 72 (6), 1794–1813. Powell, D., 2012. Unconditional quantile regression for panel data with exogenous or endogenous regressors. Working paper WR-710-2, RAND Corporation. Radloff, L.S., 1977. The CES-D scale a self-report depression scale for research in the general population. Appl. Psychol. Meas. 1 (3), 385–401. Turney, K., 2011. Labored love: examining the link between maternal depression and parenting behaviors. Soc. Sci. Res. 40 (1), 399–415.