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  2. Heteroskedasticity-consistent standard errors - Wikipedia

    en.wikipedia.org/wiki/Heteroskedasticity...

    These are also known as heteroskedasticity-robust standard errors (or simply robust standard errors), Eicker–Huber–White standard errors (also Huber–White standard errors or White standard errors), [1] to recognize the contributions of Friedhelm Eicker, [2] Peter J. Huber, [3] and Halbert White. [4]

  3. Newey–West estimator - Wikipedia

    en.wikipedia.org/wiki/Newey–West_estimator

    In Stata, the command newey produces Newey–West standard errors for coefficients estimated by OLS regression. [13] In MATLAB, the command hac in the Econometrics toolbox produces the Newey–West estimator (among others). [14] In Python, the statsmodels [15] module includes functions for the covariance matrix using Newey–West.

  4. Robust statistics - Wikipedia

    en.wikipedia.org/wiki/Robust_statistics

    Strictly speaking, a robust statistic is resistant to errors in the results, produced by deviations from assumptions [4] (e.g., of normality). This means that if the assumptions are only approximately met, the robust estimator will still have a reasonable efficiency , and reasonably small bias , as well as being asymptotically unbiased ...

  5. Clustered standard errors - Wikipedia

    en.wikipedia.org/wiki/Clustered_standard_errors

    Clustered standard errors are often useful when treatment is assigned at the level of a cluster instead of at the individual level. For example, suppose that an educational researcher wants to discover whether a new teaching technique improves student test scores.

  6. Homoscedasticity and heteroscedasticity - Wikipedia

    en.wikipedia.org/wiki/Homoscedasticity_and...

    Heteroscedasticity-consistent standard errors (HCSE), while still biased, improve upon OLS estimates. [2] HCSE is a consistent estimator of standard errors in regression models with heteroscedasticity. This method corrects for heteroscedasticity without altering the values of the coefficients.

  7. Robust regression - Wikipedia

    en.wikipedia.org/wiki/Robust_regression

    Another approach to robust estimation of regression models is to replace the normal distribution with a heavy-tailed distribution. A t-distribution with 4–6 degrees of freedom has been reported to be a good choice in various practical situations. Bayesian robust regression, being fully parametric, relies heavily on such distributions.

  8. Generalized estimating equation - Wikipedia

    en.wikipedia.org/wiki/Generalized_estimating...

    The most popular form of inference on GEE regression parameters is the Wald test using naive or robust standard errors, though the Score test is also valid and preferable when it is difficult to obtain estimates of information under the alternative hypothesis.

  9. Standard error - Wikipedia

    en.wikipedia.org/wiki/Standard_error

    This page was last edited on 13 October 2024, at 13:49 (UTC).; Text is available under the Creative Commons Attribution-ShareAlike 4.0 License; additional terms may apply.