Porovnať metódy

	Robustná metóda najmenších štvorcov (OLS s robustnými štandardnými chybami)	Regresia metódou najmenších štvorcov (OLS)
Odbor	Ekonometria	Ekonometria
Rodina	Regression model	Regression model
Rok vzniku	1980	2019
Tvorca	Halbert White	Wooldridge (textbook treatment); classical least squares
Typ	Linear regression with robust inference	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	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Príbuzné	6	5
Zhrnutie	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.	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).