Porovnať metódy

	Robustné (HC) štandardné chyby voči heteroskedasticite	Regresia metódou najmenších štvorcov (OLS)
Odbor	Štatistika	Ekonometria
Rodina	Regression model	Regression model
Rok vzniku	1980	2019
Tvorca	Eicker; Huber; White (1980); MacKinnon & White (1985)	Wooldridge (textbook treatment); classical least squares
Typ	Robust covariance estimator for linear regression	Linear regression
Pôvodný zdroj	White, H. (1980). A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. Econometrica, 48(4), 817-838.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Ďalšie názvy	robust standard errors, White standard errors, Huber-Eicker-White standard errors, sandwich standard errors	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Príbuzné	5	5
Zhrnutie	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.	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).