| Summary: | 碩士 === 國立臺灣大學 === 經濟學研究所 === 105 === Science often says that sleep plays an important role in good health and
well-being throughout one’s life. However, what kind of sleep patterns is
good to human beings? In this paper, given the data of sleep habits of some
historical figures — famous writers, we would like to find the relation between
wake-up time and productivity. The OLS estimates reveal that there
is a negative relationship between them. Taking endogeneity problem into
consideration, the 2SLS method is applied, which does not report any relation
between wake-up time and productivity. According to the regression
quantile estimates, wake-up times have heterogeneous effect over the conditional
distribution of writers’ productivity. In practice, since the relevant
variables and the correct functional form are usually unknown, the method
of LASSO can be modified, namely the double-selection method, cf. Belloni,
Chernozhukov and Hansen (2014), to cope with variable selection and
model specification under endogeneity. We demonstrate the double-selection
method in the present study. Quantile treatment effects are investigated as
well.
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