Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs
毒品使用是否存在递进效应：区分状态依赖与未观测异质性
Empirically, teenagers who use soft drugs are more likely to use hard drugs in the future. This pattern can be explained by a causal effect (i.e., state dependence between drugs or stepping-stone effects) or by unobserved characteristics that make people more likely to use both soft and hard drugs (i.e., correlated unobserved heterogeneity). I estimate a dynamic discrete choice model of alcohol, marijuana and hard drug use over multiple years, and separately identify the…