hello everyone, I am using panel data fixed effect , and in term of the checking the robustness test I estimate the my model before and after using the VCE , in terms of the robustness test in reghdfe, which kind of examination can we used?My supervisor asked my if I tested the robustness of my models.
1. What does he exactly mean?
2. How can I test this? to see all aspect of the robustness test( heteroskedastisity and misespesificatio or other aspect)

Code:
local hmax = 1

forv h = 0/`hmax' {

reghdfe lnfertility`h' l(0/2)dum_recession l(1/2)lnfertility , absorb( i.ifscode i.year)

}
Code:
HDFE Linear regression                            Number of obs   =      2,974
Absorbing 2 HDFE groups                           F(   5,   2807) =    3531.65
                                                  Prob > F        =     0.0000
                                                  R-squared       =     0.9996
                                                  Adj R-squared   =     0.9996
                                                  Within R-sq.    =     0.8628
                                                  Root MSE        =     0.0300

-------------------------------------------------------------------------------
 lnfertility1 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
--------------+----------------------------------------------------------------
dum_recession |
          --. |  -.0041092   .0018641    -2.20   0.028    -.0077644   -.0004539
          L1. |  -.0017355   .0018558    -0.94   0.350    -.0053743    .0019033
          L2. |  -.0023126   .0018611    -1.24   0.214    -.0059618    .0013366
              |
  lnfertility |
          L1. |   1.480848   .0269853    54.88   0.000     1.427935    1.533761
          L2. |  -.5983321   .0264009   -22.66   0.000    -.6500993    -.546565
              |
        _cons |   1.976596   .1139087    17.35   0.000     1.753243    2.199949
-------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
     ifscode |       142           0         142     |
        year |        21           1          20     |
-----------------------------------------------------+

and with using VCE
Code:
local hmax = 1


forv h = 0/`hmax' {

reghdfe lnfertility`h' l(0/2)dum_recession l(1/2)lnfertility , absorb( i.ifscode i.year) vce(cluster ifscode)

}
Code:
HDFE Linear regression                            Number of obs   =      2,974
Absorbing 2 HDFE groups                           F(   5,    141) =    1131.20
Statistics robust to heteroskedasticity           Prob > F        =     0.0000
                                                  R-squared       =     0.9996
                                                  Adj R-squared   =     0.9996
                                                  Within R-sq.    =     0.8628
Number of clusters (ifscode) =        142         Root MSE        =     0.0300

                               (Std. Err. adjusted for 142 clusters in ifscode)
-------------------------------------------------------------------------------
              |               Robust
 lnfertility1 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
--------------+----------------------------------------------------------------
dum_recession |
          --. |  -.0041092   .0023937    -1.72   0.088    -.0088414     .000623
          L1. |  -.0017355   .0021453    -0.81   0.420    -.0059766    .0025056
          L2. |  -.0023126   .0020043    -1.15   0.251     -.006275    .0016499
              |
  lnfertility |
          L1. |   1.480848   .1020886    14.51   0.000     1.279026     1.68267
          L2. |  -.5983321    .095414    -6.27   0.000    -.7869592   -.4097051
              |
        _cons |   1.976596    .226157     8.74   0.000     1.529499    2.423693
-------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
     ifscode |       142         142           0    *|
        year |        21           0          21     |
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation

if I understood correctly, so it seems that without using the standard error the result is more reliable.

thank you so much