Abstract: Background: Stomach pain is an ailment that occurs frequently in the general population. It is not unusual if such stomach issues produce some amount of stress in an individual, but it can be worrying if these pains lead to significant mental health problems. The relationship between some abdominal pain, such as bowel syndrome, and depression or anxiety has been gaining much interest. However, previous studies that have empirically investigated this relationship are scarce. Methods: To analyze the impact of having gastrointestinal problems, among other socioeconomic conditions, on the onset of depression and anxiety in the Spanish population, we compare treating gastrointestinal diseases as exogenous in a single-equation probit model with a bivariate probit model in which this variable is treated as endogenous. A likelihood-ratio test of the correlation coefficient of the disturbances suggests that gastrointestinal problems are endogenous. Thus, the approach taken herein allows the direct testing of the hypothesis that having gastrointestinal problems and the onset of mental illnesses such as depression and anxiety are jointly determined by certain socioeconomic factors. A cross-sectional analytical study was analyzed using data from a 2017 survey of health indicators and life conditions that was developed by the Statistics Spanish Office. Results: The probability of having depression or anxiety increases with age, stress, daily limitations and gastrointestinal disorders. On the other hand, the probability is lower for men, married people and those who engage in exercise several times per week. Our findings estimate that having gastrointestinal problems increases the probability of having depression in 7% and the probability of anxiety in 8.8% of the sample. Conclusions: Our empirical results suggest that not considering the endogeneity of gastrointestinal problems could result in an overestimate of the impact of this factor on the development of depression or anxiety.

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