Methoden vergelijken

	Robuuste Gewogen Kleinste Kwadraten (Robuuste WLS)	Gewone Kleinste Kwadraten (GKK) Regressie	Robuuste OLS (OLS met Robuuste Standaardfouten)
Vakgebied	Econometrie	Econometrie	Econometrie
Familie	Regression model	Regression model	Regression model
Jaar van ontstaan	1964/1981	2019	1980
Grondlegger	Huber, P. J.	Wooldridge (textbook treatment); classical least squares	Halbert White
Type	Robust weighted regression	Linear regression	Linear regression with robust inference
Oorspronkelijke bron	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
Aliassen	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
Verwant	5	5	6
Samenvatting	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).	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.