This paper reviews popular policy evaluation methods in empirical microeconomics, including social experiments, natural experiments, matching methods, instrumental variables, discontinuity design, and control functions. It discusses the identification of average parameters and more complex distributional parameters, considering the necessary assumptions and data requirements for each method. The paper uses an education evaluation model to illustrate the application of these methods and provides STATA datasets and .do files for reproducibility. The choice of evaluation method depends on the nature of the question, the type and quality of data available, and the mechanism by which individuals are allocated to the program. The paper examines the strengths and weaknesses of each method, emphasizing the importance of understanding the underlying assumptions and the potential for selection bias. It also highlights the limitations of social experiments, such as the difficulty in ensuring random assignment and the inability to offer placebos, and the challenges of natural experiments, including the need to control for unobserved temporary shocks and differential macro trends. The paper concludes with a detailed comparison of the six alternative evaluation methods, providing insights into their relative strengths and weaknesses.This paper reviews popular policy evaluation methods in empirical microeconomics, including social experiments, natural experiments, matching methods, instrumental variables, discontinuity design, and control functions. It discusses the identification of average parameters and more complex distributional parameters, considering the necessary assumptions and data requirements for each method. The paper uses an education evaluation model to illustrate the application of these methods and provides STATA datasets and .do files for reproducibility. The choice of evaluation method depends on the nature of the question, the type and quality of data available, and the mechanism by which individuals are allocated to the program. The paper examines the strengths and weaknesses of each method, emphasizing the importance of understanding the underlying assumptions and the potential for selection bias. It also highlights the limitations of social experiments, such as the difficulty in ensuring random assignment and the inability to offer placebos, and the challenges of natural experiments, including the need to control for unobserved temporary shocks and differential macro trends. The paper concludes with a detailed comparison of the six alternative evaluation methods, providing insights into their relative strengths and weaknesses.