Richard Ashley, "Assessing the Credibility of Instrumental Variables Inference with Imperfect Instruments Via Sensitivity Analysis," Journal of Applied Econometrics, Vol. 24, No. 2, 2009, pp. 325-337. Data for the example in Section 4 were obtained directly from Simon Johnson. They came from the paper Acemoglu, D., S. Johnson and J.A. Robinson (2001), "The Colonial Origins of Comparative Development: An Empirical Investigation," American Economic Review 91(5), 1369-1401. The variable "logy" is the dependent variable in their regression model, "avprot" is the explanatory variable, and "logmort" is the instrument. These variables are defined in detail in Acemoglu, et al. (2001). The data, with 64 observations, are in the file ajr-data.txt, which is an ASCII file in DOS format. It is zipped in the file ajr-data.zip.