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	Heteroscedasticity-Robust (HC) Standard Errors	Regresija običnih najmanjih kvadrata (OLS)
Oblast	Statistika	Ekonometrija
Porodica	Regression model	Regression model
Godina nastanka	1980	2019
Tvorac	Eicker; Huber; White (1980); MacKinnon & White (1985)	Wooldridge (textbook treatment); classical least squares
Tip	Robust covariance estimator for linear regression	Linear regression
Temeljni izvor	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
Drugi nazivi	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
Srodne	5	5
Sažetak	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).