เปรียบเทียบวิธี

	Heteroscedasticity-Robust Standard Errors	การถดถอยควอนไทล์
สาขาวิชา	สถิติศาสตร์	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1980	1978
ผู้ริเริ่ม	Eicker; Huber; White (1980); MacKinnon & White (1985)	Koenker & Bassett
ประเภท	Robust covariance estimator for linear regression	Conditional quantile regression
แหล่งต้นตำรับ	White, H. (1980). A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. Econometrica, 48(4), 817-838.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
ชื่อเรียกอื่น	robust standard errors, White standard errors, Huber-Eicker-White standard errors, sandwich standard errors	conditional quantile regression, regression quantiles, Kantil Regresyon
ที่เกี่ยวข้อง	5	5
สรุป	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.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.