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arXiv · 2508.12474

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

Malte Londschien
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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.

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Malte Londschien. 2025-08-17. A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python. https://arxiv.org/abs/2508.12474

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