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Comment on James J. Heckman, "Instrumental Variables: A Study of Implicit Behavioral Assumptions Used in Making Program Evaluations"

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  • Joshua D. Angrist
  • Guido W. Imbens

Abstract

In a recent paper in this journal, Heckman discussed the use of instrumental variables methods in evaluation research and our local average treatment effects (LATE) interpretation of instrumental variables estimates. This comment provides additional background for Heckman's paper, and a review of our rationale for focusing on LATE. We also show that a set of assumptions proposed by Heckman as an alternative to the LATE assumptions are not compatible with either latent-index assignment models or the definition we proposed for an instrument.

Suggested Citation

  • Joshua D. Angrist & Guido W. Imbens, 1999. "Comment on James J. Heckman, "Instrumental Variables: A Study of Implicit Behavioral Assumptions Used in Making Program Evaluations"," Journal of Human Resources, University of Wisconsin Press, vol. 34(4), pages 823-827.
    • Handle: RePEc:uwp:jhriss:v:34:y:1999:i:4:p:823-827
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    Cited by:

    1. Ferreira, Fernando, 2010. "You can take it with you: Proposition 13 tax benefits, residential mobility, and willingness to pay for housing amenities," Journal of Public Economics, Elsevier, vol. 94(9-10), pages 661-673, October.
    2. Dumont, Etienne & Fortin, Bernard & Jacquemet, Nicolas & Shearer, Bruce, 2008. "Physicians' multitasking and incentives: Empirical evidence from a natural experiment," Journal of Health Economics, Elsevier, vol. 27(6), pages 1436-1450, December.
    3. Hidehiko Ichimura & Christopher Taber, 2000. "Direct estimation of policy impacts," IFS Working Papers W00/05, Institute for Fiscal Studies.
    4. Blau, David M. & Tekin, Erdal, 2001. "The Determinants and Consequences of Child Care Subsidies for Single Mothers," IZA Discussion Papers 383, Institute of Labor Economics (IZA).
    5. Breen, Richard & Ermisch, John, 2021. "Instrumental Variable Estimation in Demographic Studies: The LATE interpretation of the IV estimator with heterogenous effects," SocArXiv vx9m7, Center for Open Science.
    6. Heckman, James J., 2001. "Econometrics and empirical economics," Journal of Econometrics, Elsevier, vol. 100(1), pages 3-5, January.
    7. Alberto Bisin & Andrea Moro, 2020. "LATE for History," NBER Working Papers 28113, National Bureau of Economic Research, Inc.
    8. Andrew Dillon, 2011. "Do Differences in the Scale of Irrigation Projects Generate Different Impacts on Poverty and Production?," Journal of Agricultural Economics, Wiley Blackwell, vol. 62(2), pages 474-492, June.

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