Hello, I am using StataSE 14 and currently working on my final thesis. My advisor told me to robust check the overall sample and I am wondering what kind of tests should run on my panel data to ensure the validity of my test. N=12, T=10, so my total observations are 120. My advisor also advised me to run a sub-sample regression as comparison.

I'm confused as to whether I can use OLS with -reg- or I should use Fixed/Random with -xtreg-? And if I use OLS, would using -rreg- be enough for the robust check or should I use sensitivity analysis with lag(1)?