“Rely (only) on the rigorous evidence” is bad advice

A popular interpretation of “evidence‐based” decision‐making is “rely (only) on the rigorous evidence” (RORE) via “systematic” reviews that: use objective protocols to generating the potentially relevant papers from the literature; then filter those to retain only the small subset that provide impact estimates regarded as “rigorous”; and summarize only those estimates. I use two sets of cross‐country impact estimates—on wage gains for migrants and private school learning gains—to illustrate this seemingly attractive approach is both empirically and conceptually unsound. First, the cross‐country variation in the rigorous estimates of impact is very large, which implies the average(s) from a systematic review is of little predictive use. In both empirical examples the “systematic review of the rigorous estimates” approach leads to worse predictions of impact across countries than the naïve use of country‐specific ordinary least squares estimates. Second, I contrast a systematic review—RORE approach with an “understanding” approach—which seeks to encompass all of the available evidence into coherent understandings in forming judgments. In both examples the notion that the impact effects are constant across countries—“external validity”—is easily rejected. Insisting on privileged reliance on “rigorous” estimates in making context‐specific decisions is logically incoherent and deeply anti‐scientific.