Instrumental Variables and "stylometrics"

A short piece in yesterday's Freakonomics column in the New York Times drew attention to some work by James Stock and Francesco Trebbi, who compared the writing styles of Philip Wright and his son Sewall in an attempt to settle once and for all who was responsible for an appendix to Philip Wright's book The Tariff on Animal and Vegetable Oils published in 1928.

The appendix (B) is the first known articulation of the method of estimation that we now know as Instrumental Variables. Some authors have previously suggested that Sewall Wright must have written the appendix (there is evidence that he used the method in some work that he had undertaken on corn and hog cycles during World War I). However the statistical analysis of the writing styles of the two men suggest that Philip rather than Sewall wrote the appendix. You can read the Stock and Trebbi paper online .

But of course the paper doesn't fully resolve the problem of who thought of the method first.