Respuesta :
False, robust standard errors are larger than non-robust standard errors, so we have a higher likelihood of rejecting the null when we shouldn't have.
What are robust standard errors?
Robust standard errors, also understood as Huber–White standard errors,3,4 effectively adjust the model-based standard errors using the observed variability of the model residuals that are the distinction between observed outcome and the outcome expected by the statistical model
What is the distinction between standard error and robust standard error?
A regression estimator is said to be strong if it is still reliable in the presence of outliers. On the other hand, its standard error is said to be robust if it is still faithful when the regression errors are autocorrelated and/or heteroscedastic.
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