These are the stata .do files to estimate the
Manski IV, Shaikh-Vytlacil (SV), and PQD estimators.
They are designed to be applied to the Connors
et al. (1996) SUPPORT data on ICU admissions.
They are fairly well commented, though, so it
should be easy to adapt them to other data.
The programs implement the subsampling inference
procedure described in Bhattacharya, Shaikh, and
Vytlacil (2012). "manskibound_subsample95 v5.do" estimates
both the SV bounds and the Manski IV bounds, while
"pqdbounds v3.do" estimates the PQD bounds (to belabor
The programs should be run in the following order: