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What is the difference between standard error vs robust standard error?

How is the robust standard error calculated in the Generalized Estimating Equation context?

Glen_b
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Mia
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    There are various ways to compute a robust standard error. We can't tell you if you don't give us context. "Robust standard error" mentioned where, used for what? – Christian Hennig Jan 22 '22 at 16:52
  • In the Generelized Estimating Equation – Mia Jan 22 '22 at 16:53
  • Are you referring to a particular "robust standard error"? e.g. are you talking about some kind of "heteroskedasticity"-robust standard error? – Glen_b Jan 23 '22 at 00:21
  • "heteroskedasticity"-robust standard error – Mia Jan 23 '22 at 00:32
  • Please edit the question accordingly, since there are other things you could have meant by "robust" – Glen_b Jan 23 '22 at 07:38
  • Here is an example for a robust s.e. https://stats.stackexchange.com/questions/353922/eicker-huber-white-robust-variance-estimator/354170#354170 – Christoph Hanck Jan 24 '22 at 16:11

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