Do Gender Differences in Mental Health Contribute to Gender Differences in Physical Health? An Instrumental Variables Approach

ABSTRACT Existing research indicates that gender disparities in mental health contribute to gender disparities in physical health. However, the observed relationship might be driven by the endogeneity of mental health. By combining high‐quality panel data with standard estimation techniques, we initially confirm the previous findings. In contrast, when we account for the endogeneity of mental health using the death of a relative and the death of a spouse as instruments, we observe a change in the existing result. Although the positive and significant impact of mental health on physical health persists, the disparity between women and men becomes negligible.