방법 비교

	이분산성-강건 (HC) 표준 오차	조건부 분위수 회귀
분야	통계학	계량경제학
계열	Regression model	Regression model
기원 연도	1980	1978
창시자	Eicker; Huber; White (1980); MacKinnon & White (1985)	Koenker & Bassett
유형	Robust covariance estimator for linear regression	Conditional quantile regression
원전	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.
별칭	robust standard errors, White standard errors, Huber-Eicker-White standard errors, sandwich standard errors	conditional quantile regression, regression quantiles, Kantil Regresyon
관련	5	5
요약	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.