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!