iterative_estimators2.md
In robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing

outlier_detection() with iis_init() works, fixed iterations

Outlier-Robust 2SLS Model 
Initial estimator:  iis 
Reference distribution:  normal 
Two-stage Least-Squares Model: y ~ -1 + x1 + x2 | -1 + x1 + z2 
Iterations:  0 
Final selection:  Outliers found:  1     Outliers proportion:  0.02

Outlier-Robust 2SLS Model 
Initial estimator:  iis 
Reference distribution:  normal 
Two-stage Least-Squares Model: y ~ -1 + x1 + x2 | -1 + x1 + z2 
Iterations:  1 
Final selection:  Outliers found:  1     Outliers proportion:  0.02

Outlier-Robust 2SLS Model 
Initial estimator:  iis 
Reference distribution:  normal 
Two-stage Least-Squares Model: y ~ -1 + x1 + x2 | -1 + x1 + z2 
Iterations:  10 
Final selection:  Outliers found:  1     Outliers proportion:  0.02

outlier_detection() works with iis_init(), tests turned on

Outlier-Robust 2SLS Model 
Initial estimator:  iis 
Reference distribution:  normal 
Two-stage Least-Squares Model: y ~ -1 + x1 + x2 | -1 + x1 + z2 + z3 
Iterations:  5 
Final selection:  Outliers found:  2     Outliers proportion:  0.04

Outlier-Robust 2SLS Model 
Initial estimator:  iis 
Reference distribution:  normal 
Two-stage Least-Squares Model: y ~ -1 + x1 + x2 | -1 + x1 + z2 + z3 
Iterations:  5 
Final selection:  Outliers found:  1     Outliers proportion:  0.02

Outlier-Robust 2SLS Model 
Initial estimator:  iis 
Reference distribution:  normal 
Two-stage Least-Squares Model: y ~ -1 + x1 + x2 | -1 + x1 + z2 + z3 
Iterations:  5 
Final selection:  Outliers found:  2     Outliers proportion:  0.04