Salīdzināt metodes

	Robustais svērtais mazāko kvadrātu metode (Robust WLS)	Robustā OLS (OLS ar robustām standarta kļūdām)
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1964/1981	1980
Autors	Huber, P. J.	Halbert White
Tips	Robust weighted regression	Linear regression with robust inference
Pirmavots	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
Citi nosaukumi	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
Saistītās	5	6
Kopsavilkums	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.	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.