Rejoinder: Response to Sobel

Abstract

Sobel claims to disagree with many of the points made in my paper. He also claims that much if not all of what I say is already in the statistical treatment effect literature. He treats my Section 4 as a literature review rather than an illustration of the basic principles made in Sections 1-3 of the paper, as I intended it to be. In joint work with Edward Vytlacil, I present a comprehensive literature review (Heckman and Vytlacil 2006a,b). The primary objective of my paper is to present a general and coherent view of causality as it applies to social science. As part of my analysis, I address the approach to causality popularized in statistics by Donald Rubin, Paul Holland and other statisticians. This is an approach to which Sobel subscribes. As my essay documents, the statistical approach suffers from many limitations and in many fundamental respects is a recapitulation of older approaches in econometrics, well understood by economists, that have been enhanced and developed further by contemporary econometricians. I am disappointed that, rather than addressing my arguments, Sobel restates misleading arguments made in the statistics literature. In