Porovnať metódy

	Regresia metódou najmenších štvorcov (OLS)	Robustné zovšeobecnené najmenšie štvorce (Robust GLS)	Robustná metóda najmenších štvorcov (OLS s robustnými štandardnými chybami)
Odbor	Ekonometria	Ekonometria	Ekonometria
Rodina	Regression model	Regression model	Regression model
Rok vzniku	2019	1936 / 1980	1980
Tvorca	Wooldridge (textbook treatment); classical least squares	Aitken (GLS theory, 1936); White (robust covariance, 1980)	Halbert White
Typ	Linear regression	Robust linear regression	Linear regression with robust inference
Pôvodný zdroj	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	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.
Ďalšie názvy	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	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
Príbuzné	5	5	6
Zhrnutie	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 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.