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Sources of Identifying Information in Evaluation Models

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Author Info
Joshua D. Angrist
Guido W. Imbens

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Abstract

The 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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Publisher Info
Paper provided by National Bureau of Economic Research, Inc in its series NBER Technical Working Papers with number 0117.

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Date of creation: Dec 1991
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Handle: RePEc:nbr:nberte:0117

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References listed on IDEAS
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.:
  1. Angrist, Joshua D & Krueger, Alan B, 1991. "Does Compulsory School Attendance Affect Schooling and Earnings?," The Quarterly Journal of Economics, MIT Press, vol. 106(4), pages 979-1014, November. [Downloadable!] (restricted)
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  2. LaLonde, Robert J, 1986. "Evaluating the Econometric Evaluations of Training Programs with Experimental Data," American Economic Review, American Economic Association, vol. 76(4), pages 604-20, September. [Downloadable!] (restricted)
  3. Newey, W.K., 1989. "Efficient Instrumental Variables Estimation Of Nonlinear Models," Papers 341, Princeton, Department of Economics - Econometric Research Program.
  4. 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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Cited by:
(explanations, 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.)

  1. James J. Heckman, 1995. "Randomization as an Instrumental Variable," NBER Technical Working Papers 0184, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Raffaello Bronzini & Guido de Blasio & Guido Pellegrini & Alessandro Scognamiglio, 2008. "The effect of investment tax credit: Evidence from an atypical programme in Italy," Temi di discussione (Economic working papers) 661, Bank of Italy, Economic Research Department. [Downloadable!]
  3. James Heckman & Jeffrey Smith & Christopher Taber, 1994. "Accounting for Dropouts in Evaluations of Social Experiments," NBER Technical Working Papers 0166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Joshua D. Angrist, 2003. "Treatment Effect Heterogeneity in Theory and Practice," NBER Working Papers 9708, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. V. Joseph Hotz & Susan Williams McElroy & Seth G. Sanders, 1999. "Teenage Childbearing and Its Life Cycle Consequences: Exploiting a Natural Experiment," JCPR Working Papers 157, Northwestern University/University of Chicago Joint Center for Poverty Research.
  6. Per Pettersson-Lidbom, 2004. "Does the Size of the Legislature Affect the Size of Government? Evidence from Two Natural Experiments," Discussion Papers 350, Government Institute for Economic Research Finland (VATT). [Downloadable!]
  7. repec:fth:prinin:313 is not listed on IDEAS
  8. V. Joseph Hotz & Seth G. Sanders & Susan Williams McElroy, 1999. "Teenage Childbearing and Its Life Cycle Consequences: Exploiting a Natural Experiment," NBER Working Papers 7397, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Erich Battistin & Enrico Rettore, 2003. "Another look at the regression discontinuity design," CeMMAP working papers CWP01/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Other versions:
  10. Thomas J. Kane & Cecilia E. Rouse, 1993. "Labor Market Returns to Two- and Four-Year Colleges: Is a Credit a Credit and Do Degrees Matter?," NBER Working Papers 4268, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Hidehiko Ichimura & Christopher R. Taber, 2000. "Direct Estimation of Policy Impacts," NBER Technical Working Papers 0254, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  12. Ruth Miquel, 2002. "Identification of Dynamic Treatment Effects by Instrumental Variables," University of St. Gallen Department of Economics working paper series 2002 2002-11, Department of Economics, University of St. Gallen. [Downloadable!]
  13. Bart Cockx & Isabelle Bardoulat, 2000. "Vocational Training: Does it speed up the Transition Rate out of Unemployment?," Tinbergen Institute Discussion Papers 00-016/3, Tinbergen Institute. [Downloadable!]
    Other versions:
  14. Cockx, Bart, 2003. "Vocational Training of Unemployed Workers in Belgium," IZA Discussion Papers 682, Institute for the Study of Labor (IZA). [Downloadable!]
  15. Alan Manning, 2004. "Instrumental Variables for Binary Treatments with Heterogeneous Treatment Effects: A Simple Exposition," CEP Discussion Papers dp0619, Centre for Economic Performance, LSE. [Downloadable!]
  16. Brunner, Antje & Krahnen, Jan Pieter, 2004. "Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring," CEPR Discussion Papers 4287, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  17. repec:bep:eapcon:v:3:y:2004:i:1:p:1273-1273 is not listed on IDEAS
  18. Pettersson Lidbom, Per, 2003. "Does the Size of the Legislature Affect the Size of Government? Evidence from a Natural Experiment," Research Papers in Economics 2003:18, Stockholm University, Department of Economics. [Downloadable!]
  19. Angrist, Joshua D. & Lavy, Victor, 2004. "The Effect of High Stakes High School Achievement Awards: Evidence from a School-Centered Randomized Trial," IZA Discussion Papers 1146, Institute for the Study of Labor (IZA). [Downloadable!]
  20. Cecilia Rouse, 1993. "Democratization or Diversion? The Effect of Community Colleges on Educational Attainment," Working Papers 692, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
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