mmreg command for panel data

[Shahla Akram]

I am working on panel data. I want to check robustness and outliers. I used mmreg after declaring a panel data or cross-section, results are the same. in my knowledge in stata for panel data command started with xt . can anyone help me for panel data command of robust regression?
thank you

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a helpful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output [what you posted is extremely hard to read], and sample data using dataex. Without your data, we cannot replicate your results and without the code we can't be sure what you really ran.

mmreg is user written. I don't use mmreg, but for the most part, if the command doesn't explicitly say panel, it doesn't do a panel correction (reghdfe is an exception). So, mmreg is ignoring your xtset (just like regress would ignore your xtset). As for a panel robust, there is a lot about robust standard errors, but I don't know of a robust panel estimator. It might be that you can just include i.panel among the regressors - this is OK for some procedures but not others. You'll need to look at good econometrics texts to see if there is a robust panel estimator available. If all else fails, you might ask the authors of mmreg if they know of a panel variant.