The story
From heteroscedasticity + robust.
Etymology from Wiktionary, CC BY-SA 4.0.
heteroscedasticity-robust
Today it means: Of an estimator or series of estimators: robust in the presence of heteroscedasticity. Full definition →
Today it means: Of an estimator or series of estimators: robust in the presence of heteroscedasticity. Full definition →
From heteroscedasticity + robust.
Etymology from Wiktionary, CC BY-SA 4.0.