Dear colleagues,
Using coefplot after running reghdfe, interaction terms are being dropped.
For example, with the auto data (abusing it to just get output):
sysuse auto, clear
reghdfe mpg i.rep78#c.price, absorb(i.foreign)
eststo p1
coefplot p1, keep(*.rep78*)
notice that it drops the coefficient for rep78==1 interacted w/ price
I have this problem, but with my own data.
Any insights?
Thank you for your time!
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