Порівняння методів

	Регресія звичайно найменших квадратів (ЗНК)	Надійний МНК (МНК з надійними стандартними похибками)
Галузь	Економетрика	Економетрика
Родина	Regression model	Regression model
Рік появи	2019	1980
Автор методу	Wooldridge (textbook treatment); classical least squares	Halbert White
Тип	Linear regression	Linear regression with robust inference
Основоположне джерело	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.
Інші назви	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
Пов'язані	5	6
Підсумок	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.