Comparer des méthodes

	Moindres Carrés Pondérés Robustes (Robust WLS)	Régression par Moindres Carrés Ordinaires (MCO)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1964/1981	2019
Auteur d'origine	Huber, P. J.	Wooldridge (textbook treatment); classical least squares
Type	Robust weighted regression	Linear regression
Source fondatrice	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Alias	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Apparentées	5	5
Résumé	Robust WLS combines weighted least squares — which corrects for known or estimated heteroscedasticity — with robust M-estimation that down-weights influential outliers. The result is a regression estimator that is simultaneously efficient under non-constant error variance and resistant to observations that would otherwise distort coefficient estimates.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).