Rigorous evaluation of public policies and programmes is a key step in informing policy making. Sound evidence on what works and for whom helps governments to achieve their strategic objectives. In recent years, the increasing availability of rich administrative data and computing power to conduct statistical analysis has meant that an increasing number of OECD countries are now able to conduct impact assessments of their policies using these rich data. Canada is an exemplar in this respect and the work of its employment and social affairs ministry, Employment and Social Development Canada (ESDC) in planning and conducting evaluation in collaboration with officials from Provinces and Territories (PTs) provides a good example of how to deliver such assessments. Knowing whether a policy is effective at achieving its stated aims and offers value for money is imperative to the sound utilisation of public funds and ESDC is now able to have fully informed discussions about its active labour market policy.