Compară metode

	Analiza punctului de rupere	Erori Standard Robuste la Heteroscedasticitate (HC)
Domeniu	Statistică	Statistică
Familie	Regression model	Regression model
Anul apariției	1983	1980
Autorul original	Hampel (1971); Donoho & Huber (1983)	Eicker; Huber; White (1980); MacKinnon & White (1985)
Tip	Robustness diagnostic for estimators	Robust covariance estimator for linear regression
Sursa seminală	Donoho, D. L. & Huber, P. J. (1983). The Notion of Breakdown Point. In A Festschrift for Erich L. Lehmann (pp. 157-184). Wadsworth.	White, H. (1980). A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. Econometrica, 48(4), 817-838.
Denumiri alternative	breakdown point, finite-sample breakdown point, robustness breakdown analysis, Bozunma Noktası Analizi	robust standard errors, White standard errors, Huber-Eicker-White standard errors, sandwich standard errors
Înrudite	5	5
Rezumat	Breakdown point analysis quantifies the fraction of outliers an estimator can tolerate before it produces meaningless results. Formalised by Hampel (1971) and Donoho and Huber (1983), it is the standard tool for comparing the robustness of competing estimators.	Heteroscedasticity-robust standard errors are a correction to the covariance matrix of an OLS regression that yields valid inference when the error variance is not constant. Introduced by Halbert White in 1980 and refined into the finite-sample variants HC1-HC4 by MacKinnon and White in 1985, they leave the coefficient estimates unchanged but rebuild the standard errors so that t and F tests remain trustworthy under heteroscedasticity.