Robots.txt | any SEO advantage to having one vs not having one?
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Neither of my sites has a robots.txt file. I guess I have never been bothered by any particular bot enough to exclude it.
Is there any SEO advantage to having one anyways?
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Just good practice. One SEO advantage would be to include a reference to your sitemap within the robots.txt file.
Aside from that, if you want all of your pages crawled and don't have a sitemap (although you should), no need for a robots.txt file.
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There are actually a couple good reasons but in short, it's "best practice" so it won't hurt by adding it in. It wont take more than a couple minutes.
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It's good practice, especially if you are operating a CMS that can create accessible URLs that cause duplicate content problems, create "junk" pages, etc. For example: http://www.asos.com/robots.txt
Google dislikes search results pages being indexed, so you can block those off, e.g. http://moz.com/robots.txt
You can disallow the archive.org bot if you don't want old versions of your site appearing in its search engine, and as others have said you can point to your xml sitemap.
It's not a bad resource to have at your disposal for site hygiene / maintenance reasons, but it's not an absolute necessity either.