In Wooldridge (2005), I posed a problemwhose solution involved showing that the so-called ignorability oftreatment assumption, commonly used in the treatment effectsliterature, was necessarily violated. In particular, in a settingwith multiple treatment effects and without distributional orfunctional form assumptions, I assumed that treatment was randomizedwith respect to the counterfactual outcomes but not with respect tothe covariates. I applied the law of iterated expectations toprovide a simple proof that ignorability (given the covariates)necessarily fails.