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Sources of Identifying Information in Evaluation Models


  • Angrist, J.D.
  • Imbens, G.W.


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.
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)
(This abstract was borrowed from another version of this item.)

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  • Angrist, J.D. & Imbens, G.W., 1991. "Sources of Identifying Information in Evaluation Models," Papers 9142, Tilburg - Center for Economic Research.
  • Handle: RePEc:fth:tilbur:9142

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    References listed on IDEAS

    1. LaLonde, Robert J, 1986. "Evaluating the Econometric Evaluations of Training Programs with Experimental Data," American Economic Review, American Economic Association, vol. 76(4), pages 604-620, September.
    2. 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.
    3. Joshua Angrist & Alan Krueger, 1990. "Does Compulsory School Attendance Affect Schooling and Earnings?," Working Papers 653, Princeton University, Department of Economics, Industrial Relations Section..
    4. Angrist, Joshua D, 1990. "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records," American Economic Review, American Economic Association, vol. 80(3), pages 313-336, June.
    5. Newey, Whitney K, 1990. "Efficient Instrumental Variables Estimation of Nonlinear Models," Econometrica, Econometric Society, vol. 58(4), pages 809-837, July.
    6. Gronau, Reuben, 1974. "Wage Comparisons-A Selectivity Bias," Journal of Political Economy, University of Chicago Press, vol. 82(6), pages 1119-1143, Nov.-Dec..
    7. Angrist, Joshua D, 1990. "Lifetime Earnings and the Vietnam Era Draft Lottery: Evidence from Social Security Administrative Records: Errata," American Economic Review, American Economic Association, vol. 80(5), pages 1284-1286, December.
    8. Joshua D. Angrist & Alan B. Keueger, 1991. "Does Compulsory School Attendance Affect Schooling and Earnings?," The Quarterly Journal of Economics, Oxford University Press, vol. 106(4), pages 979-1014.
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    Cited by:

    1. Joshua D. Angrist, 2004. "Treatment effect heterogeneity in theory and practice," Economic Journal, Royal Economic Society, vol. 114(494), pages 52-83, March.
    2. V. Joseph Hotz & Susan Williams McElroy & Seth G. Sanders, 2005. "Teenage Childbearing and Its Life Cycle Consequences: Exploiting a Natural Experiment," Journal of Human Resources, University of Wisconsin Press, vol. 40(3).
    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.
    4. Battistin, Erich & Enrico Rettore, 2003. "Another look at the Regression Discontinuity Design," Royal Economic Society Annual Conference 2003 18, Royal Economic Society.
    5. Cockx, Bart & Bardoulat, Isabelle, 1999. "Vocational Training: Does it speed up the Transition Rate out of Unemployment ?," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999032, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    6. 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 and International Relations Area.
    7. Hidehiko Ichimura & Christopher Taber, 2000. "Direct estimation of policy impacts," IFS Working Papers W00/05, Institute for Fiscal Studies.
    8. Alan Manning, 2004. "Instrumental Variables for Binary Treatments with Heterogeneous Treatment Effects: A Simple Exposition," CEP Discussion Papers dp0619, Centre for Economic Performance, LSE.
    9. 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.
    10. Pettersson-Lidbom, Per, 2012. "Does the size of the legislature affect the size of government? Evidence from two natural experiments," Journal of Public Economics, Elsevier, vol. 96(3), pages 269-278.
    11. Antje Brunner & Jan Pieter Krahnen, 2008. "Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring," Review of Economic Studies, Oxford University Press, vol. 75(2), pages 415-442.
    12. Angrist, Joshua & 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).
    13. Battistin, Erich & Rettore, Enrico, 2008. "Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs," Journal of Econometrics, Elsevier, vol. 142(2), pages 715-730, February.
    14. 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.
    15. Duo Qin & Yanqun Zhang, 2013. "A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators," Working Papers 183, Department of Economics, SOAS, University of London, UK.
    16. James J. Heckman, 1995. "Randomization as an Instrumental Variable," NBER Technical Working Papers 0184, National Bureau of Economic Research, Inc.
    17. James J. Heckman & Jeffrey A. Smith, 1995. "Assessing the Case for Social Experiments," Journal of Economic Perspectives, American Economic Association, vol. 9(2), pages 85-110, Spring.
    18. Bampasidou, Maria & Flores, Carlos A. & Flores-Lagunes, Alfonso, 2011. "Unbundling the Degree Effect in a Job Training Program for Disadvantaged Youth," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103619, Agricultural and Applied Economics Association.
    19. Cockx, Bart, 2003. "Vocational Training of Unemployed Workers in Belgium," IZA Discussion Papers 682, Institute for the Study of Labor (IZA).
    20. Qin, Duo, 2014. "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers 2014-42, Kiel Institute for the World Economy (IfW).

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