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A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python

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  • Malte Londschien

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.

Suggested Citation

  • Malte Londschien, 2025. "A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python," Papers 2508.12474, arXiv.org.
    • Handle: RePEc:arx:papers:2508.12474
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