A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python
Econometrics
2025-08-19 v1 Methodology
Abstract
We provide an overview of results relating to estimation and weak-instrument-robust inference in instrumental variables regression. Methods are implemented in the ivmodels software package for Python, which we use to illustrate results.
Keywords
Cite
@article{arxiv.2508.12474,
title = {A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python},
author = {Malte Londschien},
journal= {arXiv preprint arXiv:2508.12474},
year = {2025}
}