Compara mètodes

	Anàlisi del punt de trencament	Errors estàndard robustos (HC) davant l'heteroscedasticitat
Camp	Estadística	Estadística
Família	Regression model	Regression model
Any d'origen	1983	1980
Autor original	Hampel (1971); Donoho & Huber (1983)	Eicker; Huber; White (1980); MacKinnon & White (1985)
Tipus	Robustness diagnostic for estimators	Robust covariance estimator for linear regression
Font seminal	Donoho, D. L. & Huber, P. J. (1983). The Notion of Breakdown Point. In A Festschrift for Erich L. Lehmann (pp. 157-184). Wadsworth.	White, H. (1980). A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. Econometrica, 48(4), 817-838.
Àlies	breakdown point, finite-sample breakdown point, robustness breakdown analysis, Bozunma Noktası Analizi	robust standard errors, White standard errors, Huber-Eicker-White standard errors, sandwich standard errors
Relacionats	5	5
Resum	Breakdown point analysis quantifies the fraction of outliers an estimator can tolerate before it produces meaningless results. Formalised by Hampel (1971) and Donoho and Huber (1983), it is the standard tool for comparing the robustness of competing estimators.	Heteroscedasticity-robust standard errors are a correction to the covariance matrix of an OLS regression that yields valid inference when the error variance is not constant. Introduced by Halbert White in 1980 and refined into the finite-sample variants HC1-HC4 by MacKinnon and White in 1985, they leave the coefficient estimates unchanged but rebuild the standard errors so that t and F tests remain trustworthy under heteroscedasticity.