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	मजबूत सामान्यीकृत न्यूनतम वर्ग (मजबूत GLS)	पैनल सामान्यीकृत न्यूनतम वर्ग (पैनल GLS)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1936 / 1980	1935 / developed for panels 1980s–1990s
प्रवर्तक	Aitken (GLS theory, 1936); White (robust covariance, 1980)	Aitken (1935); extended to panel data by Baltagi and others
प्रकार	Robust linear regression	Generalized linear regression
मौलिक स्रोत	Greene, W. H. (2012). Econometric Analysis (7th ed.). Pearson. Chapter 9: The Generalized Regression Model and Heteroscedasticity. ISBN: 978-0131395381	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
उपनाम	robust generalized least squares, GLS with robust standard errors, heteroscedasticity-consistent GLS, HC-GLS	Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel
संबंधित	5	3
सारांश	Robust GLS extends classical Generalized Least Squares by pairing GLS coefficient estimation with heteroscedasticity- and autocorrelation-consistent (HAC) standard errors, or by using M-estimation within the GLS framework. It corrects for non-spherical errors — heteroscedasticity, autocorrelation, or both — while also guarding inference against misspecification of the error covariance structure.	Panel GLS is a regression method for longitudinal data that explicitly models the non-spherical error structure — heteroscedasticity across units and serial correlation within units — to recover efficient coefficient estimates. Unlike OLS, it weights observations by the inverse of the error covariance matrix, yielding the Best Linear Unbiased Estimator when the error structure is correctly specified.