Aged 17-19... probably not, because they're old enough at that stage to realise what's right and wrong and should take the punishment themselves if they do something bad, I can't protect them forever!
That being said, when we're young we all make mistakes, so if my 13/14ish year old got in trouble I wouldn't hand myself in to protect them but i'd probably try to hide them away and attempt to prevent them from getting caught.
I actually asked my parents this the other day and they said if me or my sister ever got in trouble they'd take the blame themselves no matter how big the punishment would be, which surprised me. I don't think I could do that myself. Luckily for them I can't imagine that situation would ever arise.