.do files for Bhattacharya, Shaikh, and Vytlacil (2012)

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 obvious).

The programs should be run in the following order:

  1. draw_subsample.do
  2. manskibound_subsample95 v5.do
  3. pqdbounds v3.do
  4. final_graphs v2.do