Calibrated Projection in MATLAB: Users' Manual

Understand

We present the calibrated-projection MATLAB package implementing the method to construct confidence intervals proposed by Kaido, Molinari and Stoye (2017).

• This manual provides details on how to use the package for inference on projections of partially identified parameters.
• It also explains how to use the MATLAB functions we developed to compute confidence intervals on solutions of nonlinear optimization problems with estimated constraints.