Compara mètodes

	Errors estàndard robustos (HC) davant l'heteroscedasticitat	Regressió quantílica
Camp	Estadística	Econometria
Família	Regression model	Regression model
Any d'origen	1980	1978
Autor original	Eicker; Huber; White (1980); MacKinnon & White (1985)	Koenker & Bassett
Tipus	Robust covariance estimator for linear regression	Conditional quantile regression
Font seminal	White, H. (1980). A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. Econometrica, 48(4), 817-838.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Àlies	robust standard errors, White standard errors, Huber-Eicker-White standard errors, sandwich standard errors	conditional quantile regression, regression quantiles, Kantil Regresyon
Relacionats	5	5
Resum	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.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.