Compara mètodes

	Mínims Quadrats Generalitzats de Panell (Panel GLS)	MCO robusta (MCO amb errors estàndard robustos)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1935 / developed for panels 1980s–1990s	1980
Autor original	Aitken (1935); extended to panel data by Baltagi and others	Halbert White
Tipus	Generalized linear regression	Linear regression with robust inference
Font seminal	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
Àlies	Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
Relacionats	3	6
Resum	Panel GLS is a regression method for longitudinal data that explicitly models the non-spherical error structure — heteroscedasticity across units and serial correlation within units — to recover efficient coefficient estimates. Unlike OLS, it weights observations by the inverse of the error covariance matrix, yielding the Best Linear Unbiased Estimator when the error structure is correctly specified.	Robust OLS applies ordinary least squares to estimate coefficients and then replaces the classical standard errors with heteroscedasticity-consistent (HC) standard errors — commonly called White standard errors. This leaves the point estimates unchanged while yielding valid t-statistics and confidence intervals even when the error variance is not constant across observations.