Contamination proportion Estimator 0% 10% 20% 30% Least squares .293 (.004) 2.241 (.006) 2.644 (.048) 2.731 (.007) GMt, ν = 1 , α = . 10 Metric trim .472 (.006) .497 (.007) 1.316 (.028) 2.924 (.008) Rank trim .473 (.006) .469 (.007) 2.246 (.028) 2.941 (.006) GMt, ν = 1 , α = . 50 Metric trim .846 (.012) .800 (.013) 1.112 (.018) 1.756 (.022) Rank trim .832 (.012) .922 (.015) 1.212 (.018) 1.784 (.021) GMt, ν = 5 , α = . 10 Metric trim .379 (.005) .396 (.005) 1.493 (.023) 2.746 (.006) Rank trim .374 (.005) .395 (.006) 2.341 (.011) 2.792 (.005) GMt, ν = 5 , α = . 50 Metric trim .795 (.010) .666 (.011) .912 (.015) 1.494 (.021) Rank trim .783 (.010) .829 (.013) 1.054 (.017) 1.506 (.021) Table 1: Simulation Results. Mean root integrated squared errors of ˆ β under various contamination proportions (Monte Carlo standard errors in parenthesis). 11