👉 Unrobustness is a statistical measure used in econometrics and statistics to quantify how well a model can capture the underlying distribution of a random variable or vector. It is often used to assess whether a model's predictions are robust to small changes in the input data, meaning that the model's predictions do not systematically deviate from the true values. Unrobustness measures how much the model's predictions change when the input data is changed slightly. For example, if you have two random variables,