Comments (2)
This is a tricky question.
I am not sure because we do not apply variance weights on observations, so the estimated coefficients will not differ from OLS - only the standard errors and tests are derived with the sandwich estimator and will differ from OLS .
However, the function can use the "weights" arguments to downweight outliers, and this is up to the user to use it or not. Maybe we should include a conditional statement to alter labeling if weights were applied?
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I'll close this issue for now since we have used the OLS term until now, we can reopen it later if we feel we need to change the name.
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