The Dynamics of Physical and Mental Health

Abstract

Mental and physical aspects are both integral to health but little is known about the dynamic relationship between them. We consider the dynamic relationship between mental and physical health using a sample of 10,339 individuals in six waves (2002-2013) of the English Longitudinal Study of Ageing (ELSA). We estimate linear and non-linear random-effects regression models to identify the effects of past physical health, measured by Activities of Daily Living (ADL), and past mental health, measured by the Centre for Epidemiological Studies Depression (CES-D) scale, on both present physical and mental health. We find that both mental and physical health are moderately state-dependent and explain 0.2% of the unobserved heterogeneity in health. Worse past mental health significantly decreases present physical health (-0.036 coefficient-value). Better past physical health significantly increases present mental health (-0.266 coefficient-value). These cross-effects are non-linear and suggest that health policies aimed at specific aspects of health have to consider potential spill-over effects.

Keywords: mental health, physical health, dynamic models, cross-effects

JEL Classification: C25, C35, D01, I12, I18