방법 비교

	강건 가중 최소제곱법 (Robust WLS)	조건부 분위수 회귀	강건 OLS (강건 표준 오차를 사용한 OLS)
분야	계량경제학	계량경제학	계량경제학
계열	Regression model	Regression model	Regression model
기원 연도	1964/1981	1978	1980
창시자	Huber, P. J.	Koenker & Bassett	Halbert White
유형	Robust weighted regression	Conditional quantile regression	Linear regression with robust inference
원전	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
별칭	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression	conditional quantile regression, regression quantiles, Kantil Regresyon	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
관련	5	5	6
요약	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.	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.	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.