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We allow for additional heterogeneity by allowing for heteroskedasticity in the latent error in the treatment assignment equation. We apply our estimation procedures to evaluate the causal effect of physician advice on calorie consumption using National Health and Nutritional Examination data (2007\u20132016) and find that the effect of physician advice to lose weight on average calorie consumption roughly doubles compared to the traditional methods. Our findings recognize physician advice as a relevant low\u2010cost intervention in the campaign against rising obesity.<\/jats:p>","DOI":"10.1002\/jae.3130","type":"journal-article","created":{"date-parts":[[2025,4,21]],"date-time":"2025-04-21T06:51:06Z","timestamp":1745218266000},"page":"540-553","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Heterogeneity and Heteroskedasticity in Endogenous Switching Models: Estimating the Effects of Physician Advice on Calorie Consumption"],"prefix":"10.1002","volume":"40","author":[{"given":"Riju","family":"Joshi","sequence":"first","affiliation":[{"name":"Department of Economics Portland State University  Portland Oregon USA"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Jeffrey M.","family":"Wooldridge","sequence":"additional","affiliation":[{"name":"Department of Economics Michigan State University  East Lansing Michigan USA"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2025,4,21]]},"reference":[{"key":"e_1_2_11_2_1","doi-asserted-by":"publisher","DOI":"10.1186\/s42506-021-00086-x"},{"key":"e_1_2_11_3_1","doi-asserted-by":"publisher","DOI":"10.3368\/le.90.1.26"},{"key":"e_1_2_11_4_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5371(99)00030-5"},{"key":"e_1_2_11_5_1","doi-asserted-by":"publisher","DOI":"10.1111\/obes.12280"},{"key":"e_1_2_11_6_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.3022"},{"key":"e_1_2_11_7_1","unstructured":"CDC.2024. \u201cObesity.\u201d Accessed: 2024\u201009\u201012.https:\/\/www.cdc.gov\/obesity\/php\/about\/index.html#:\u223c:text=Adults%20with%20obesity%20have%20a _affects%20the%20nation\u201c_s%20military%20readiness."},{"key":"e_1_2_11_8_1","doi-asserted-by":"publisher","DOI":"10.1080\/00036840701335595"},{"key":"e_1_2_11_9_1","unstructured":"Grenander U.1981. \u201cAbstract Inference.\u201d Tech. rep."},{"key":"e_1_2_11_10_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466618000014"},{"key":"e_1_2_11_11_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913601"},{"key":"e_1_2_11_12_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-94-011-7076-5_11"},{"key":"e_1_2_11_13_1","first-page":"91","article-title":"Information and Advertising: The Case of Fat Consumption in the United States","volume":"85","author":"Ippolito P. 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