Despite this evidence, the education coefficients should not
necessarily be interpreted as causal because there may exist unobserved
factors that are associated both with levels of schooling
and mental health. One example is mental health of the respondent
when the respondent was a child (a variable not generally observed
in population surveys). Respondents who had depressive symptoms
as a child may get less schooling, as well as be more likely to
exhibit depressive symptoms later as an adult. While there do exist
some good studies that get at a causal estimate of education on
health (for example, Lleras-Muney, 2005; Cutler and Lleras-Muney,
2010), this study is unable to. As mentioned, prior studies for China
on the correlates of depressive symptoms are equally affected by
the potential endogeneity of schooling. Nevertheless we are able to
examine education gradients of depressive symptoms, which is of
considerable interest by itself.