Compara mètodes

	MCO robusta (MCO amb errors estàndard robustos)	Model d'efectes fixos en dades de panell
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1980	1978
Autor original	Halbert White	Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021)
Tipus	Linear regression with robust inference	Panel regression estimator
Font seminal	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
Àlies	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors	within estimator, FE model, within-group estimator, LSDV model
Relacionats	6	5
Resum	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.	The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors.