Sources of Identifying Information in Evaluation Models
AbstractThe average effect of social programs on outcomes such as earnings is a parameter of primary interest in econometric evaluations studies. New results on using exclusion restrictions to identify and estimate average treatment effects are presented. Identification is achieved given a minimum of parametric assumptions, initially without reference to a latent index framework. Most econometric analyses of evaluation models motivate identifying assumptions using models of individual behavior. Our technical conditions do not fit easily into a conventional discrete choice framework, rather they fit into a framework where the source of identifying information is institutional knowledge regarding program administration. This framework also suggests an attractive experimental design for research using human subjects, in which eligible participants need not be denied treatment. We present a simple instrumental variables estimator for the average effect of treatment on program participants, and show that the estimator attains Chamberlain's semi-parametric efficiency bound. The bias of estimators that satisfy only exclusion restrictions is also considered.
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Bibliographic InfoPaper provided by Harvard - Institute of Economic Research in its series Harvard Institute of Economic Research Working Papers with number 1568.
Length: 35 pages
Date of creation: 1991
Date of revision:
econometrics ; economic models ; behaviour ; policy making;
Other versions of this item:
- Angrist, J.D. & Imbens, G.W., 1991. "Sources of Identifying Information in Evaluation Models," Papers 9142, Tilburg - Center for Economic Research.
- Angrist, J.D. & Imbens, G.W., 1991. "Sources of identifying information in evaluation models," Discussion Paper 1991-42, Tilburg University, Center for Economic Research.
- Joshua D. Angrist & Guido W. Imbens, 1991. "Sources of Identifying Information in Evaluation Models," NBER Technical Working Papers 0117, National Bureau of Economic Research, Inc.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Angrist, J.D., 1991. "Linear Instrumental Variables Estimation Of Average Treatment Effects In Nonlinear Models," Harvard Institute of Economic Research Working Papers 1542, Harvard - Institute of Economic Research.
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