Võrdle meetodeid

	Heteroscedastilisus-kindlad (HC) standardvead	Kvantiiilregressioon
Valdkond	Statistika	Ökonomeetria
Perekond	Regression model	Regression model
Tekkeaasta	1980	1978
Looja	Eicker; Huber; White (1980); MacKinnon & White (1985)	Koenker & Bassett
Tüüp	Robust covariance estimator for linear regression	Conditional quantile regression
Algallikas	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.
Rööpnimetused	robust standard errors, White standard errors, Huber-Eicker-White standard errors, sandwich standard errors	conditional quantile regression, regression quantiles, Kantil Regresyon
Seotud	5	5
Kokkuvõte	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.