checkrob estimates a set of regressions where the dependent variable is regressed (with
whatever method is specified in estimation command) on core variables-which are included
in all regressions-and all possible combinations of other (non-core) variables. For each
regression the coefficients, their standard errors and optional estimation return variables
(ereturn list) are recorded in a comma separated format which can be accessed after the
execution of checkrob. It is a useful tool if you want to check the robustness of …