Table A3 First stage regression results...

Table A3

First stage regression results with TM_i as potential endogenous

Variables	First stage regression
Variables	Coeff.	SE
${({T M}_{i} - \overline{T M})}^{2}$	0.437^***	(0.041)
${({T M}_{i} - \overline{T M})}^{3}$	0.307^***	(0.022)
${({T M}_{i} - \overline{T M})}^{4}$	0.034^***	(0.003)
Climate change concern	0.029	(0.040)
Trust in government	0.012	(0.019)
Political orientation	−0.010	(0.012)
Political trust	−0.014	(0.020)
Political participation	0.033	(0.066)
Climate responsibility	−0.010	(0.010)
Social network activity	−0.071	(0.060)
Gender	−0.067	(0.060)
Age	0.001	(0.004)
Religiosity	0.050	(0.062)
Constant	8.703^***	(0.255)
Observations	514
F test of excluded instruments	F(3, 500) = 571.59 Prob > F = 0.000
Sanderson–Windmeijer multivariate F test:	F(3, 500) = 571.59 Prob > F = 0.0000

Variables	First stage regression
Variables	Coeff.	SE
${({T M}_{i} - \overline{T M})}^{2}$	0.437^***	(0.041)
${({T M}_{i} - \overline{T M})}^{3}$	0.307^***	(0.022)
${({T M}_{i} - \overline{T M})}^{4}$	0.034^***	(0.003)
Climate change concern	0.029	(0.040)
Trust in government	0.012	(0.019)
Political orientation	−0.010	(0.012)
Political trust	−0.014	(0.020)
Political participation	0.033	(0.066)
Climate responsibility	−0.010	(0.010)
Social network activity	−0.071	(0.060)
Gender	−0.067	(0.060)
Age	0.001	(0.004)
Religiosity	0.050	(0.062)
Constant	8.703^***	(0.255)
Observations	514
F test of excluded instruments	F(3, 500) = 571.59Prob > F = 0.000
Sanderson–Windmeijer multivariate F test:	F(3, 500) = 571.59Prob > F = 0.0000

Note(s): The standard errors in parentheses are heteroskedasticity consistent. We employ ^*, ^** and ^*** to denote statistical significance at the 10, 5 and 1% levels, respectively. p values are presented in brackets. The TM_i variable has been instrumented by its second, third and fourth moments, following the methodology of Lewbel (1997). The dependent variable is tax morality on a ten-point scale

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