Linganisha mbinu

	Mbinu Imara ya Mraba Midogo Iliyopimwa (Robust WLS)	Urejeshaji wa Njia ya Viwango Vidogo vya Kawaida (OLS)	OLS Imara (OLS yenye Makosa Sanifu Imara)
Nyanja	Ekonometriki	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model	Regression model
Mwaka wa asili	1964/1981	2019	1980
Mwanzilishi	Huber, P. J.	Wooldridge (textbook treatment); classical least squares	Halbert White
Aina	Robust weighted regression	Linear regression	Linear regression with robust inference
Chanzo asilia	Huber, P. J. (1981). Robust Statistics. Wiley. ISBN: 978-0471418054	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.
Majina mbadala	robust weighted least squares, RWLS, heteroscedasticity-robust WLS, outlier-robust weighted regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors
Zinazohusiana	5	5	6
Muhtasari	Robust WLS combines weighted least squares — which corrects for known or estimated heteroscedasticity — with robust M-estimation that down-weights influential outliers. The result is a regression estimator that is simultaneously efficient under non-constant error variance and resistant to observations that would otherwise distort coefficient estimates.	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 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.