Numerous methods have been developed trying to infer actual regulatory events in a sample. A prominent class of methods model genome-wide gene expression as linear equations derived from a transcription factor (TF) - gene network and optimizes parameters to fit the measured expression intensities. We apply four such methods on experiments with a TF-knockdown (KD) in human and E. coli. The transcriptome data provides clear expression signals and thus represents an extremely favorable test setting. The methods estimate activity changes of all TFs, which we expect to be highest in the KD TF. However, only in 15 out of 54 cases, the KD TFs ranked in the top 5%. We show that this poor overall performance cannot be attributed to a low effectiveness of the knockdown or the specific regulatory network provided as background knowledge. Further, the ranks of regulators related to the KD TF by the network or pathway are not significantly different from a random selection. In general, the result overlaps of different methods are small, indicating that they draw very different conclusions when presented with the same, presumably simple, inference problem. These results show that the investigated methods cannot yield robust TF activity estimates in knockdown schemes.