Comparer des méthodes

	OLS robuste (OLS avec erreurs-types robustes)	Modèle à effets fixes sur données de panel
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1980	1978
Auteur d'origine	Halbert White	Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021)
Type	Linear regression with robust inference	Panel regression estimator
Source fondatrice	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
Alias	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors	within estimator, FE model, within-group estimator, LSDV model
Apparentées	6	5
Résumé	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.