A Robust Instrumental-Variables Estimator

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2012
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Work Details
  • DOI 10.1177/1536867x1201200201
  • OpenAlex ID W1581639839
  • Type Article
  • Language EN
  • Published 01 Jun 2012
  • Volume 12 (2)
  • Pages 169–181
  • Source The Stata Journal Promoting communicatio…
  • Publisher SAGE Publishing
  • FWCI 1.49
  • Countries 2
  • Institutions 3
  • Added 10 Oct 2025
  • Updated 24 Oct 2026
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A Robust Instrumental-Variables Estimator

Article 2012 EN Bronze

The classical instrumental-variables estimator is extremely sensitive to the presence of outliers in the sample. This is a concern because outliers can strongly distort the estimated effect of a given regressor on the dependent variable. Although outlier diagnostics exist, they frequently fail to detect atypical observations because they are themselves based on nonrobust (to outliers) estimators.…

18

Citations

31

References

2

Authors

1.49

FWCI

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2 authors
#AuthorInstitutionsORCID
1 Rodolphe Desbordes Corresponding University of Strathclyde (GB)
2 Vincenzo Verardi Corresponding Université Libre de Bruxelles (BE) University of Namur (BE) —
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