Salīdzināt metodes

	Robustā OLS (OLS ar robustām standarta kļūdām)	Fiksēto efektu paneļa modelis (FE)
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1980	1978
Autors	Halbert White	Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021)
Tips	Linear regression with robust inference	Panel regression estimator
Pirmavots	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
Citi nosaukumi	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors	within estimator, FE model, within-group estimator, LSDV model
Saistītās	6	5
Kopsavilkums	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.