Hi,

I am running the following model:
Code:
reghdfe dv dummy1##c.count, cluster(uniqueid) a(i.uniqueid i.sym i.uniqueid##c.count i.sym##c.count)

where I interact my main var of interest "count" with state/year/month (sym) fixed effects and with the district ID. The observations occur at the district-month level. There are ~3700 unique sym combinations and ~2500 unique districts. When I run the command, the coefficient on count is omitted. How can I obtain the level effect for this variable?

Thank you.