Estimating bidirectional effects between social connectedness and mental health in adolescent students: Addressing biases due to endogeneity.

Research on the bidirectional relationship between social connectedness and health/mental health in adolescents is scarce, with most studies on adults. Some of the existing studies exploited the availability of longitudinal data to provide evidence of the existence of a causal relationship, either from social connectedness to health or establish a bidirectional relationship. There are at least two weaknesses associated with earlier research to assess the size of the effects. As acknowledged in the literature, one relates to attributing causality to empirical findings, due to well-known but inadequately addressed endogeneity biases. The other relates to failure to account for potentially important covariates, sometimes due to data limitations, or because such variables are not frequently used in sociological research. Existing research predominantly finds that the strongest path is from social connectedness to health/mental health, with effect estimates modest in size. I followed a quasi-experimental strategy by modelling adolescent students' perceptions of social connectedness and mental health perceptions as potentially endogenous variables when estimating bidirectional effects. An instrumental variables (IV) modelling approach was followed, supplemented with a recently developed alternative approach to testing the exclusion restrictions of individual instruments. I exploited the rich information available in the PISA 2018 multi-country dataset, which allows for conditioning for a wide array of information on adolescent students' personal circumstances, self-reported personality-related attributes, relationships with parents; and school characteristics. I found that (1) accounting for endogeneity biases is important; and (2) as opposed to findings reported in the literature, the dominant effect is from mental health perceptions to social connectedness for both male and female participants. The policy relevance of the findings is that adolescent mental health should be the primary focus of interventions, i.e., identifying and treating mental health symptoms as a primary intervention and as a precursor to improving the social connectedness of adolescents.