So sánh phương pháp

	OLS mạnh mẽ (OLS với sai số chuẩn mạnh mẽ)	Mô hình hiệu ứng cố định bảng
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1980	1978
Người khởi xướng	Halbert White	Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021)
Loại	Linear regression with robust inference	Panel regression estimator
Công trình gốc	White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838.	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
Tên gọi khác	HC robust regression, White robust OLS, sandwich estimator OLS, OLS with robust standard errors	within estimator, FE model, within-group estimator, LSDV model
Liên quan	6	5
Tóm tắt	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.	The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors.