  King and Roberts (2015, KR) claim that a disagreement between robust and
classical standard errors exposes model misspecification. We emphasize that
KR's claim only generally applies to parametric models: models that assume a
restrictive form of the distribution of the outcome. Many common models in use
in political science, including the linear model, are not necessarily
parametric -- rather they may be semiparametric. Common estimators of model
parameters such as ordinary least squares have both robust (corresponding to a
semiparametric model) and classical (corresponding to a more restrictive model)
standard error estimates. Given a properly specified semiparametric model and
mild regularity conditions, the classical standard errors are not generally
consistent, but the robust standard errors are. To illustrate this point, we
consider the case of the regression estimate of a semiparametric linear model
with no model misspecification, and show that robust standard errors may
nevertheless systematically differ from classical standard errors. We show that
a disagreement between robust and classical standard errors is not generally
suitable as a diagnostic for regression estimators, and that KR's reanalyses of
Neumayer (2003) and B\"uthe and Milner (2008) are predicated on strong
assumptions that the original authors did not invoke nor require.
