Semiparametric methods are developed to estimate the bias that arises
from using nonexperimental comparison groups to evaluate social progra
ms and to test the identifying assumptions that justify matching, sele
ction models, and the method of difference-in-differences. Using data
from an experiment on a prototypical social program and data from none
xperimental comparison groups, we reject the assumptions justifying ma
tching and our extensions of it. The evidence supports the selection b
ias model and the assumptions that justify a semiparametric version of
the method of difference-in-differences. We extend our analysis to co
nsider applications of the methods to ordinary observational data.