Hi, Everyone,

I met a problem when using -reghdfe- command. in the regression I include three interacted fixed effects, and clustered in two variables.

reghdfe `dependent variable’ `varlists', absorb(a*b b*c c*a) cluster(d e)

However, the regression table reports no pseudo R^2-adjusted (highlighted in Bold below).

&\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\ multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\mu lticolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\mult icolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}\\

&\multicolumn{1}{c}{logv}&\multicolumn{1}{c}{logv} &\multicolumn{1}{c}{logq}&\multicolumn{1}{c}{logq} &\multicolumn{1}{c}{logp}&\multicolumn{1}{c}{logp} &\multicolumn{1}{c}{logpd}&\multicolumn{1}{c}{logp d}\\

& b/se & b/se & b/se & b/se & b/se & b/se & b/se & b/se \\

tre\_1 & -0.025\sym{**} & -0.021 & -0.027\sym{*} & -0.025 & 0.000 & -0.000 & 0.001 & -0.000 \\
& (0.011) & (0.019) & (0.015) & (0.024) & (0.005) & (0.016) & (0.005) & (0.016) \\
tre\_2 & -0.021 & 0.042 & -0.045 & 0.028 & 0.018 & 0.027 & 0.018 & 0.027 \\
& (0.016) & (0.042) & (0.031) & (0.046) & (0.015) & (0.019) & (0.015) & (0.019) \\
tre\_3 & 0.005\sym{**} & 0.019 & 0.007\sym{**} & 0.015 & -0.001 & 0.013 & -0.001 & 0.013 \\
& (0.002) & (0.019) & (0.003) & (0.022) & (0.002) & (0.010) & (0.002) & (0.010) \\
tre\_4 & -0.001 & 0.003 & -0.001 & 0.010 & 0.001 & -0.005 & 0.001 & -0.004 \\
& (0.003) & (0.008) & (0.004) & (0.013) & (0.002) & (0.006) & (0.002) & (0.006) \\
tre\_5 & 0.029\sym{***}& 0.025 & 0.049\sym{***}& -0.001 & -0.013\sym{*} & 0.017 & -0.013\sym{*} & 0.017 \\
& (0.008) & (0.024) & (0.014) & (0.023) & (0.008) & (0.013) & (0.008) & (0.013) \\
tre\_6 & 0.010 & 0.002 & 0.033 & 0.060\sym{*} & -0.004 & -0.027 & -0.004 & -0.027 \\
& (0.018) & (0.034) & (0.024) & (0.036) & (0.007) & (0.030) & (0.007) & (0.030) \\
tre\_duty\_2& & -0.011 & & -0.014 & & -0.001 & & -0.001 \\
& & (0.013) & & (0.014) & & (0.005) & & (0.005) \\
tre\_duty\_5& & 0.006 & & 0.010 & & -0.005 & & -0.005 \\
& & (0.008) & & (0.009) & & (0.005) & & (0.005) \\
tre\_duty\_6& & 0.001 & & -0.009 & & 0.006 & & 0.006 \\
& & (0.009) & & (0.012) & & (0.008) & & (0.008) \\
\_cons & 12.984\sym{***}& 12.925\sym{***}& 10.744\sym{***}& 10.663\sym{***}& 2.306\sym{***}& 2.332\sym{***}& 2.322\sym{***}& 2.349\sym{***}\\
& (0.001) & (0.000) & (0.001) & (0.000) & (0.000) & (0.000) & (0.000) & (0.000) \\
\midrule
N & 1924465 & 1367970 & 1456791 & 1008475 & 1456791 & 1008475 & 1456791 & 1008475 \\
r2\_p & & & & & & & & \\
Could anyone explain this situation please? Is there anything wrong with my variable or my command construction?

Thank you!!