How to check panel model's robustness

[Elina Kim]

Greetings!

Please, kindly let me know how to conduct postestimation tests for panel model in order to check robustness of the panel model? To assure stability of coefficients, no model specification error, absence of autocorrelation, heteroscedasticity...

For example, panel ARDL model has been established how can I prove that the model is robust and coefficients are trustworthy? I'm so confused, please, help.

Thank you beforehand.

Best regards.

[Phil Bromiley]

You will increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using datex.

If you google panel data tests stata, you will find a variety of tests available. There are an immense number of possible directions to take robustness checks - testing assumptions, different handling of outliers, alternative representations of the dv or rhs variables, alternative estimators, etc. Many automatically use robust standard errors.