I have estimated a linear multiple regression with robust standard errors using Stata (
regress depvar indepvar1 indepvar2 indepvar3 indepvar4 indepvar5, robust).
Given that I've used robust standard errors, Stata doesn't allow me to estimate studentized residuals. I haven't found a technical note explaining why this is the case, but I believe that studentized residuals are not a statistically well-defined concept after an estimation with robust standard errors.
Is there any other way in which I could obtain a measure such as studentized residuals after linear multiple regression with robust standard errors? I am especially interested in comparing the residuals of the observations in my dataset and seeing whether they seem to fall above or below the model prediction.