This paper deals with a new method for closed loop identification, i.e. the projection method. This method generalizes the already known two-stage method by allowing the estimation of non-causal closed loop sensitivity models in its first step. Such models have been shown to lead to robust identification (as the second step) of the open-loop system dynamics in the presence of marginal nonlinear closed loop behaviors. This robustness property is investigated. It results a simple "rule of thumb" under which the influence of these closed loop nonlinearities on the open-loop model estimate remains small.