Comparar métodos

	Robust Generalized Least Squares (Robust GLS)	OLS Robusto (OLS com Erros Padrão Robustos)
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	1936 / 1980	1980
Autor original	Aitken (GLS theory, 1936); White (robust covariance, 1980)	Halbert White
Tipo	Robust linear regression	Linear regression with robust inference
Fonte seminal	Greene, W. H. (2012). Econometric Analysis (7th ed.). Pearson. Chapter 9: The Generalized Regression Model and Heteroscedasticity. ISBN: 978-0131395381	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
Outros nomes	robust generalized least squares, GLS with robust standard errors, heteroscedasticity-consistent GLS, HC-GLS	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
Relacionados	5	6
Resumo	Robust GLS extends classical Generalized Least Squares by pairing GLS coefficient estimation with heteroscedasticity- and autocorrelation-consistent (HAC) standard errors, or by using M-estimation within the GLS framework. It corrects for non-spherical errors — heteroscedasticity, autocorrelation, or both — while also guarding inference against misspecification of the error covariance structure.	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.