Smoking, Drinking and Obesity

Hung-Hao Chang*

David R. Just

Biing-Hwan Lin

National Taiwan University

Cornell University

ERS, USDA

Present at National Chung-Cheng University

March, 2007

Background

Smoking, Drinking and Obesity have caused serious

public-health concern in the U.S.
-- 65% of adults aged 21 and over were either
overweight or obese. 30% of them were obese.
Compared to 30 years ago, it increases almost 50%.
(Hedley et al, 2004)
-- Disease burden associated with obesity in the U.S
is substantial. In 1995, the cost of obesity were US$
92 billion, 10% of the total cost of illness.

In 2000, tobacco smoking caused more than

400,000 deaths. Smoking has been a leading
preventable cause of mortality in the United
States. Recently, anti-smoking has been an
important policy in U.S.
Evidence from public health has shown that
drinking may be associated with smoking
behavior.

Is smoking negatively associated with body weight?

Smoking and obesity rates are two significant trends over 30 years in U.S

From: Gruber and Frakes (2006), Journal of Health Economics.

Literature Review
Study

Data

Method

Conclusion

This Study

CSFII 1994-1996

Quantile

Chen et al . (2007)

CSFII 1994-1996

Censored Smoking has insignificant effect on BMI

Gruber and Frakes(2006)BRFSS 1984-2002

IV

No evidence that smoking leads to weight gain

Ruidavets et al . (2002)

France Survey

OLS

Positive of smoking and BMI

Chou et al. (2004)

BRFSS 1984-2002

OLS

Lin et al. (2004)

CSFII 1994-1996

OLS

Cigarette price (+); alcohol price (-) on BMI.

Smokers tend to be thinner than non-smokers

Wilson et al. (2004)

St. Louis Survey

Logit

Smoking leads to low body weight

Jee et al. (2002)

Korea Health Survey Logit

Smoking leads to low body weight

What do we learn from previous studies?

Association between body weight and unhealthy decisions:
The evidence whether the increased alcohol
consumption contributes to body weight is mixed.
However, it may be important to distinct the effects of
drinking beer and liquor.
Smoking tends to be negatively associated with body
weight. However, the negative evidence has been reinvestigated recently. (Chen et al, 2007. Gruber and
Frakes 2006).

What may drive these inconclusive results?

Interrelationship between unhealthy decisions:

Smoking and drinking are highly correlated. Failing
to control for one in estimation may lead to serious
bias. (Kenkel and Wang 1999).
Conditional mean effect:
Most of the studies relied on the ordinary least
squares (OLS). However, this method might not be
sufficient in the context of obesity. (Kan and Tsai
2004).

Research Objectives

Investigate the interrelationship among smoking,

drinking beer, and drinking liquor. Determine if
these decisions are jointly or independently
determined.
Identify factors that may affect each decision.
Account explicitly for the effects of these decisions
on body weight.
Test if the effects of these decisions on body weight
are heterogeneous (distinction between overweight
and normal weight people).

Data

Data from Continuing Survey of Food Intakes by

Individuals (CSFII 1994-1996) is used. This data set
is conducted by USDA.
We exclude individuals under 20 years-old.
The final sample size includes 3,409 adult of this
survey.
Body weight is measured as body mass index (BMI),
weight in kilograms divided by height in meters
squared.

Distribution of BMI in our selected sample

Mean
26.5
Std. Dev.
5.7
Skewness
1.4
Kurtosis
7.1
Percentile
10%
20.4
20%
21.9
25%
22.5
30%
23.2
40%
24.4

45%

25.0

50%
60%
70%
75%

25.6
26.6
28.3
29.2

78%

30.0

80%
90%

30.3
33.7

According to the definition of the Center for

Disease Control (CDC), overweight people
are those whose BMI is greater than 25. If the
BMI exceeds 30, the individual can be
regarded as obese.
In our sample, 45% are normal weight; about
22% are identified as obese.
The distribution of BMI departs from the
normal distribution.

Sample Statistics
Variable
DSMOKE
DBEER
DLIQUOR
BMI
AGE
MALE
EMP_STAT
PCTPOV
NOHS
HS
SOMECOLL
COLLEGE
WHITE
HISPAN
BLACK
ASIAN

Definition
If the respondent smokes cigarette (=1)
If the respondent drinks wine (=1)
If the respondent drinks liquor (=1)
Body Mess Index. Weight divided by height square.
Age in years
If the respondent is male(=1)
If the respondent is employed (=1)

Annual income.
If the respondent didn't finish high school(=1)
If the respondent finish high school(=1)
If the respondent finish some colleage (=1)
If the respondent finish colleage (=1)

Non-Hispanic White (=1)

Respondent is Hispanic (=1)
Non-Hispanic Black (=1)
Asian pacific islander (=1)

Mean Std. Dev.

0.3
0.4
0.4
26.5
51.0
0.3
0.5
211.4
0.2
0.3
0.2
0.2

0.4
0.5
0.5
5.7
17.0
0.5
0.5
95.0
0.4
0.5
0.4
0.4

0.8

0.4

0.1
0.1
0.0

0.3
0.3
0.1

Variable
NEAST
MIDWEST
SOUTH
CENTER
OUTSIDE
WEST
DIET
VITAMIN
FOOD
IMPVF1
EXERONCE

Definition

Reside in the Northeast states (=1)

Reside in the Midwest states (=1)
Reside in the Southern states (=1)
Live in metropolitan area, central city (=1)
Live in metropolitan area, outside central city (=1)
Reside in the Western states (=1)
Family menber is on the special diet (=1)

Mean Std. Dev.

0.2
0.3
0.3
0.3
0.4
0.2
0.3
Dietary recall of vitamin user (=1)
0.4
Knowledge of food guid pyramid.
2.5
If consuming plenty of fruits and vegetable is important (=1)0.7
Respondents exercise at least once a week(=1)
0.5

0.4
0.4
0.5
0.5
0.5
0.4
0.4
0.5
1.2
0.4
0.5

Econometric Strategy
Our econometric model contributes to previous studies
in:
-- Smoking and drinking decisions are considered
jointly.
-- Account for endogeneity between drinking and
smoking on body weight.
-- Distinguish effects of these three decisions on
different weight status (distribution of BMI).

Structure of the Empirical Analysis

An innovative two-stage econometric model is proposed:
Stage 1: Three binary choices are specified: smoking,
drinking beer and drinking liquor. A tri-variate
probit model is estimated to capture the correlations
among these choices.
Stage 2: A body weight equation is estimated to
account explicitly for the endogenous choices. We
estimate this quation with quantile regression
method.

Stage 1: Modeling the joint decisions

(trivariate probit model)
RHO (S,B)
RHO (W,B)
RHO (S,W)

Smoking
Drinking Beer

Drinking Wine

Stage 1: (cont.)
I1* H1 ' X 1 e1

Smoking Decision

I 2 * H 2 ' X 2 e2

Decision to drink beer

I 3 * H 3 ' X 3 e3

Decision to drink wine

1
(e1 , e2 , e3 ) ~ N (0,0,0; 21
31

21
1

32

31
32 )
1

Estimate the discrete choice model (MLE)

The probability of regime (1,1,1):

P11 Pr( I 1 1, I 2 1, I 3 1) Pr(e1 H 1 ' X 1 , e2 H 2 ' X 2 , e3 H 3 ' X 3 )
( H1 ' X 1 , H 2 ' X 2 , H 3 ' X 3 , 12 , 13 , 23 )

Log likelihood function of the entire eight regimes:

n

log L log[k1 H 1 ' X 1 , k 2 H 2 ' X 2 , k 3 H 3 ' X 3 , k1 k 2 12 , k1 k 3 13 , k 2 k 3 23 ]

i 1

where k1=2I1-1, k2=2I2-1, k3=2I3-1

Statistical Evidence of the Joint Decisions

Coefficient

t-value

RHO (Smoking, Liquor)

0.16

5.20

RHO (Smoking, Beer)

0.19

6.57

RHO (Liquor, Beer)

0.56

25.03

Correlations between smoking and drinking

Drinking beer and liquor is strongly

associated (56%).
The decisions to smoke and to drink beer are
significantly correlated (19%). In addition, the
correlation between drinking liquor and
smoking is 16%.
This is consistent with the evidence of public
health in terms of the gateway effect.

Other Determinants of Smoking and Drinking

Variable
FOOD
IMPVF1
DIET
VITAMIN
EXERONCE
PCTPOV
AGE
MALE
EMP_STAT
NOHS1
HS1
SOMECOLL

Coef. t-value
Smoking
-0.04
-1.96
-0.27
-4.90
-0.12
-2.04
-0.13
-2.37
-0.18
-3.45
0.00
-2.80
-0.01
-7.17
0.13
2.48
0.03
0.54
0.59
6.76
0.60
8.50
0.39
5.06

Coef. t-value
Drinking Liquor
0.01
0.54
-0.09
-1.58
-0.10
-1.91
-0.03
-0.67
-0.01
-0.23
0.00
5.82
-0.01
-8.38
0.23
4.57
0.12
2.17
-0.53
-6.30
-0.28
-4.40
-0.09
-1.29

Coef. t-value
Drinking Beer
0.03
1.52
-0.05
-0.91
-0.19
-3.58
0.00
0.02
0.16
3.42
0.00
5.09
-0.02
-10.69
0.80
15.50
0.11
2.01
-0.19
-2.37
-0.16
-2.40
-0.13
-1.90

Variable
ASIAN
BLACK
HISPAN
OTHER
WEST
SOUTH
MIDWEST
CENTER
OUTSIDE

Coef. t-value
Smoking
-0.99
-3.24
-0.06
-0.69
-0.30
-2.93
0.33
1.69
0.22
2.67
0.13
1.85
0.16
2.15
0.04
0.53
-0.03
-0.57

Coef. t-value
Drinking Liquor
-0.98
-4.01
-0.10
-1.17
-0.43
-4.28
-0.19
-0.83
-0.01
-0.17
-0.43
-6.46
-0.10
-1.51
0.25
3.81
0.11
1.76

Coef. t-value
Drinking Beer
-0.45
-2.17
0.14
1.91
-0.06
-0.59
-0.05
-0.21
0.10
1.33
-0.16
-2.41
0.05
0.69
0.13
1.97
0.02
0.31

Empirical findings

Perception and knowledge of healthy food

consumption decrease the likelihood to smoke.
Low education and income lead to high chance to
smoke, but low chance to drink wine.
Male is more likely to smoke, and to drink beer.
Job status increases the propensity to drink wine.
Young generation has high probability to smoke.
Other lifestyles also matter. If family members are
on diet, they are less likely to smoke, and to drink
beer and liquor.

How much we believe in our model specification?

-- Empirical results of statistical tests
Endogeneity Test*
#
Quantiles
Test value
25%
10.14
50%
20.15
75%
15.62
Overidentification Test**
##
Quantiles
Test-value
25%
2.73
50%
2.15
75%
1.39

Smoking
Drinking Liquor
Drinking Beer

Smoking
Drinking Liquor
Drinking Beer

* Ho: exogeneity
**Ho: additional varialbes are valid
# Critical value is F[3,3386]
2

## Critical value x (0.95,3)=7.81

Findings

If binary indicators are used, they are

endogenous to the body weight. Therefore,
there is a call for instruments (IV).
When instruments are used, statistical tests
show that the added restrictions are not
rejected. In other words, our selected
instruments are not over-identified.

Stage 2: Body Weight Equation

The body weight equation is specified as:

BMI ' X d1 * I 1 d 2 * I 2 d 3 * I 3 e
Q ( BMI | X , I 1 , I 2 , I 3 ) ' X d1 * I 1 d 2 * I 2 d 3 * I 3

To avoid endogeneity, predicted probabilities are

used as instruments for Ij. Quantile regression is
used to estimate this equation (Koenker and Bassett
1978).

min Q ( BMI ' X d1 * I1 d2 * I2 d3 * I3 )

Q ( BMI | X , I1 , I2 , I3 )

X
d1

Q ( BMI | X , I1 , I2 , I3 )

I
1

Marginal change in the Qth quantile of BMI as a result of change in X

Evidence of heterogeneous effects on BMI

PSMOKE
PLIQUOR
PBEER

Coef. t-value
OLS
-2.7
-4.8
-3.4
-8.7
3.4
10.1

Coef. t-value
25%
-1.4
-0.8
-3.5
-1.2
2.2
6.5

F Test **
25% vs 50%
25% vs 75%
50% vs 75%

Coef. t-value
50%
-2.7
-1.5
-2.6
-7.0
2.6
8.4

test
2.72
21.43
8.98

p-value
0.01
0.00
0.00

Coef. t-value
75%
-4.7
-1.9
-3.0
-10.8
2.8
10.6

Effect of smoking on BMI distribution

10

0
0.05

0.15

0.25

0.35

0.45

0.55

0.65

0.75

0.85

0.95
OLS

-5

PSMOKE
PSMOKE_U
-10

PSMOKE_L

-15

-20

-25

Percentiles

Effect of Drinking Liquor on BMI distribution

10
5
0
0.05

0.15

0.25

0.35

0.45

0.55

0.65

0.75

0.85

0.95

-5
OLS

-10

PLIQUOR
PLIQUOR_U

-15

PLIQUOR_L
-20
-25
-30
-35

Percentiles

Effect of Drinking Beer on BMI distribution

40
35
30
25
20
OLS
15

PBEER

10

PBEER_U
PBEER_L

5
0
-5

0.05

0.15

0.25

0.35

0.45

0.55

-10
-15

Percentiles

0.65

0.75

0.85

0.95

Effects of other variables

PCTPOV
AGE
MALE
IMPVF1
VITAMIN
BLACK
HISPAN
ASIAN
EXERONCE
WEST
SOUTH
MIDWEST
CENTER
OUTSIDE

Coef. t-value
OLS
0.0
4.1
-0.1
-7.4
4.1
5.6
-1.0
-3.3
-0.6
-2.6
2.8
7.2
-1.2
-2.0
-8.0
-6.7
-0.3
-1.1
0.7
1.9
-1.4
-3.9
0.6
2.1
0.9
2.8
0.2
0.7

Coef. t-value
25%
0.0
3.9
-0.1
-2.7
3.7
5.2
-0.5
-1.8
-0.3
-1.5
2.1
4.2
0.4
0.5
-3.3
-2.8
-0.2
-0.5
0.1
0.4
-0.4
-1.2
0.7
2.7
0.5
1.6
0.2
0.9

Coef. t-value
50%
0.0
3.9
-0.1
-4.2
4.1
4.8
-0.8
-2.4
-0.4
-1.7
2.9
6.2
-0.2
-0.3
-6.0
-5.8
-0.1
-0.2
0.4
1.0
-0.9
-2.3
1.0
3.0
0.7
2.3
0.2
1.0

Coef. t-value
75%
0.0
3.1
-0.2
-6.5
4.2
4.5
-1.1
-2.6
-0.4
-1.2
3.7
6.7
-1.6
-1.7
-9.1
-6.1
-0.6
-1.5
0.4
0.8
-1.9
-3.7
0.0
0.0
0.8
1.8
0.0
0.1

Empirical findings

A significant evidence supports the misspecification

of using OLS. The effects are heterogeneous across
the entire distribution of BMI.
Smoking tends to be negatively correlated with BMI.
However, it is insignificant over the entire
distribution of BMI.
Drinking beer tends to increase the body weight.
However, this effect is not significant for obese
people (above 85 percentile).

Drinking liquor is found negatively associated with

body weight. In addition, the decreasing effect is
significant for obese people (75 percentile).
Knowledge of healthy food consumption decreases
the risk of being overweight.
Higher income leads to lower body weight.
Race is also associated with body weight. Black
have heavy weight than others, on average; Asian
are those with less weight.

Concluding and Policy Implications

The discussion of smoking, drinking and obesity
should be interpreted with caution. We have shown:
-- strong correlations between smoking, drinking beer
and drinking liquor.
-- heterogeneous effects of these decisions on BMI.
The effect of smoking on body weight is found
insignificant. As such, anti-smoking may not be the
critical factor driving the increasing trend of body
weight over 30 years.

Drinking liquor is found negatively associated with

body weight. Particularly, the effect is even stronger
for normal weight people.
Drinking beer tends to increase body weight
regardless of the weight status. Beer drinkers are
those in a higher risk of being overweight.
Knowledge of healthy food consumption also have
direct and indirect effects on body weight. A welleducated consumer has less likelihood of being
overweight.