I find following commonly mentioned linear regression methods:
OLS is usually the default. I believe robust model is to be used to correctly handle outliers, but I am not clear about others.
What are the criteria to choose one over the other?
Edit: It is mentioned in the comments that it is a very broad question (I did not know that!). However, I would like to have a one or two lines on each of above to know the "indications" or when to use them.
RLM: if outliers are important and cannot be ignored.
That leaves only GLS and WLS. What would be most important reasons to use them?