Sources of Identifying Information in Evaluation Models

34 Pages Posted: 26 Dec 2000

See all articles by Joshua D. Angrist

Joshua D. Angrist

Massachusetts Institute of Technology (MIT) - Department of Economics; National Bureau of Economic Research (NBER); IZA Institute of Labor Economics

Guido W. Imbens

Stanford Graduate School of Business

Date Written: December 1991

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.

Suggested Citation

Angrist, Joshua and Imbens, Guido W., Sources of Identifying Information in Evaluation Models (December 1991). NBER Working Paper No. t0117. Available at SSRN: https://ssrn.com/abstract=254518

Joshua Angrist (Contact Author)

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Guido W. Imbens

Stanford Graduate School of Business ( email )

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