三个句子的前半句都是正确的。后半句是你自己加上去的，由于你对这个结构理解不正确，导致你的后半句和前半句就可能产生矛盾。删去你的后半句，我给你讲讲前半句。

1）Robert is said to have studied abroad，

=It is said that Robert studied/has studied abroad.

2）Robert is said to have been studying abroad。(具体是哪个时态由语境决定）

= It is said that Robert was studying abroad/has been studying abroad. 具体是哪个时态由语境决定

3）Robert is said to be studying abroad.

= It is said that Robert is studying abroad.

然后你根据that从句的时态所表示的时间意义和动作状态，来决定你的后半句应该如何构成。