Hi I am running a PPML model with exporter, importer and country pair fixed effects to estimate gravity model.
I wanted to do a robustness check, I know that I can conduct a RESET test. I am wondering what are other methods that I can use for a robustness check for this sort of model. For instance, If I do a Lagrange Multiplier test would that be suitable? or are there better methods.
This is the command that I use for my regression:
ppmlhdfe y x1 x2, absorb (exporterFE ImporterFE Country-pairFE) cluster (id)
I wanted to do a robustness check, I know that I can conduct a RESET test. I am wondering what are other methods that I can use for a robustness check for this sort of model. For instance, If I do a Lagrange Multiplier test would that be suitable? or are there better methods.
This is the command that I use for my regression:
ppmlhdfe y x1 x2, absorb (exporterFE ImporterFE Country-pairFE) cluster (id)
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