Compara mètodes

	Anàlisi robusta de dades de panell	MCO robusta (MCO amb errors estàndard robustos)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1987	1980
Autor original	Arellano (1987); White (1980) heteroscedasticity-consistent framework	Halbert White
Tipus	Robust estimation / inference correction	Linear regression with robust inference
Font seminal	Arellano, M. (1987). Computing robust standard errors for within-groups estimators. Oxford Bulletin of Economics and Statistics, 49(4), 431–434.	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
Àlies	robust panel regression, cluster-robust panel estimation, panel regression with robust standard errors, HC/CR panel estimator	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
Relacionats	6	6
Resum	Robust panel data analysis applies standard panel estimators — fixed effects, random effects, or pooled OLS — while replacing conventional standard errors with cluster-robust or heteroscedasticity-consistent (HC) variants. The point estimates remain unchanged; what changes is the variance-covariance matrix used for inference, making t-tests and F-tests valid even when errors are heteroscedastic or correlated within cross-sectional units over time.	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.