Dear All,
I have a 7 year state panel of US states:
Code:

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float medicaidexp byte(ys_Covid_1 ys_Covid_2 ys_Covid_3 ys_Covid_4 ys_Covid_5 ys_Covid_6 ys_Covid_7) float(female educ race marstat age pweightnorm) long stateid
1 1 0 0 0 0 0 0 0 5 1 1 57   .005767725  7
1 1 0 0 0 0 0 0 1 3 1 1 52  .0021913077  7
0 1 0 0 0 0 0 0 1 2 1 2 72     .0140693 34
0 1 0 0 0 0 0 0 1 2 1 1 48   .006607443 44
1 1 0 0 0 0 0 0 0 5 1 1 44   .002757298  7
1 1 0 0 0 0 0 0 0 4 2 5 37   .007216116  7
1 1 0 0 0 0 0 0 1 1 4 2 85   .001290578 12
1 1 0 0 0 0 0 0 0 4 1 5 20   .003079117  7
1 1 0 0 0 0 0 0 0 4 1 1 31   .002778598  7
1 1 0 0 0 0 0 0 1 3 1 5 60     .0100755 15
1 1 0 0 0 0 0 0 0 5 1 1 33   .005290445  7
1 1 0 0 0 0 0 0 1 4 3 3 52   .009107112  5
1 1 0 0 0 0 0 0 1 5 4 1 43    .00296828  7
1 1 0 0 0 0 0 0 0 5 1 1 46   .004987491  7
1 1 0 0 0 0 0 0 1 5 1 1 30  .0024930646  8
1 1 0 0 0 0 0 0 0 3 1 4 57    .01188893  5
1 1 0 0 0 0 0 0 1 5 1 1 26    .00293571  4
0 1 0 0 0 0 0 0 1 5 1 5 29   .007599649 37
1 1 0 0 0 0 0 0 0 5 1 1 54   .011004836  7
1 1 0 0 0 0 0 0 1 2 2 2 76   .004924622  7
1 1 0 0 0 0 0 0 1 4 1 1 74   .004693578  7
1 1 0 0 0 0 0 0 0 2 1 1 41   .006434521 22
0 1 0 0 0 0 0 0 0 4 3 5 24    .01271486 44
1 1 0 0 0 0 0 0 1 5 4 1 62   .007361092  7
1 1 0 0 0 0 0 0 0 5 1 1 52   .006293715  5
1 1 0 0 0 0 0 0 0 5 1 1 39   .003365105 47
1 1 0 0 0 0 0 0 0 5 1 1 44   .002735502  7
1 1 0 0 0 0 0 0 1 3 1 3 69   .004855973  7
1 1 0 0 0 0 0 0 1 4 1 5 23   .006052185  7
0 1 0 0 0 0 0 0 1 4 3 5 39   .009347362 10
0 1 0 0 0 0 0 0 0 5 4 1 44   .004551162 50
1 1 0 0 0 0 0 0 1 4 1 1 57   .004958554  7
1 1 0 0 0 0 0 0 0 3 1 1 42  .0040320656 21
1 1 0 0 0 0 0 0 0 4 3 1 69   .003825088  6
1 1 0 0 0 0 0 0 0 4 1 1 46   .009287671  3
1 1 0 0 0 0 0 0 0 4 2 5 22   .005037605 38
1 1 0 0 0 0 0 0 0 3 1 1 25  .0009790378 35
1 1 0 0 0 0 0 0 1 5 1 3 63   .013293606 33
1 1 0 0 0 0 0 0 1 5 1 1 55   .005035913 38
1 1 0 0 0 0 0 0 0 3 2 1 30   .002743841  7
1 1 0 0 0 0 0 0 1 2 1 2 85   .013044688 14
1 1 0 0 0 0 0 0 1 3 1 1 80   .002370339  4
1 1 0 0 0 0 0 0 0 1 2 4 67   .006440259 22
1 1 0 0 0 0 0 0 1 3 1 1 34  .0010463656  2
1 1 0 0 0 0 0 0 0 5 1 1 48   .002517213  7
1 1 0 0 0 0 0 0 1 4 1 1 36   .004957192  7
1 1 0 0 0 0 0 0 1 5 1 1 30 .00049143843  9
1 1 0 0 0 0 0 0 1 5 1 3 51   .005935569 48
1 1 0 0 0 0 0 0 1 4 1 5 48    .00260902  7
1 1 0 0 0 0 0 0 0 4 2 5 25   .014759748  7
0 1 0 0 0 0 0 0 0 5 3 3 49   .007714862 43
1 1 0 0 0 0 0 0 1 4 1 1 74  .0022333309 20
1 1 0 0 0 0 0 0 0 5 1 1 59  .0044080853  7
1 1 0 0 0 0 0 0 0 4 1 1 44   .002791973  7
0 1 0 0 0 0 0 0 0 3 2 1 40   .006291857 44
1 1 0 0 0 0 0 0 0 4 3 1 58   .005130031 21
1 1 0 0 0 0 0 0 1 5 4 1 35   .003651505  7
1 1 0 0 0 0 0 0 0 5 1 1 47     .0062526 45
1 1 0 0 0 0 0 0 1 3 1 3 36   .005249909  7
1 1 0 0 0 0 0 0 1 5 1 3 56   .012940952 14
1 1 0 0 0 0 0 0 1 5 1 1 30  .0017661237 13
1 1 0 0 0 0 0 0 1 2 1 3 56   .004976222 38
1 1 0 0 0 0 0 0 0 5 2 1 54   .002468668  7
1 1 0 0 0 0 0 0 1 1 2 5 49  .0023114325  7
0 1 0 0 0 0 0 0 1 4 2 3 32   .006442735 10
1 1 0 0 0 0 0 0 1 5 4 3 61   .008046505 31
1 1 0 0 0 0 0 0 0 4 1 5 20      .003701  7
1 1 0 0 0 0 0 0 1 5 1 3 49   .013174349 36
1 1 0 0 0 0 0 0 1 4 1 3 55   .006033279  7
0 1 0 0 0 0 0 0 1 2 1 2 80   .004426455 50
1 1 0 0 0 0 0 0 0 1 1 1 51   .003003533  7
1 1 0 0 0 0 0 0 0 5 1 3 52   .004732835  7
1 1 0 0 0 0 0 0 1 2 1 2 80   .004711287  7
1 1 0 0 0 0 0 0 0 5 2 1 59   .006170742 47
1 1 0 0 0 0 0 0 1 5 1 3 39  .0028156266  7
1 1 0 0 0 0 0 0 0 3 2 1 31   .002422847  7
1 1 0 0 0 0 0 0 0 3 1 1 46   .006045292  7
1 1 0 0 0 0 0 0 0 2 3 1 61  .0030125736  4
1 1 0 0 0 0 0 0 0 3 1 1 55  .0014200322 46
1 1 0 0 0 0 0 0 0 5 2 1 39  .0020772512  7
1 1 0 0 0 0 0 0 0 3 1 1 59  .0043204892  7
1 1 0 0 0 0 0 0 1 5 1 3 59   .002908548 32
1 1 0 0 0 0 0 0 1 4 1 2 34  .0029711695  6
1 1 0 0 0 0 0 0 1 5 2 1 55   .002632013  7
1 1 0 0 0 0 0 0 1 5 1 3 60   .006124467 19
1 1 0 0 0 0 0 0 1 3 1 2 80   .004786664  7
0 1 0 0 0 0 0 0 1 5 1 1 48   .015671747 10
1 1 0 0 0 0 0 0 0 5 1 1 58   .010713895  7
1 1 0 0 0 0 0 0 1 3 3 5 23   .003912271  7
1 1 0 0 0 0 0 0 1 3 4 1 38  .0012618472  8
1 1 0 0 0 0 0 0 1 1 3 4 58  .0032163316  7
1 1 0 0 0 0 0 0 1 4 1 2 85   .009851102  7
0 1 0 0 0 0 0 0 1 3 3 1 35   .006111628 41
1 1 0 0 0 0 0 0 0 4 1 1 54   .010432613 18
1 1 0 0 0 0 0 0 0 3 3 1 48   .008196558 47
1 1 0 0 0 0 0 0 0 4 4 5 24  .0045837318 20
1 1 0 0 0 0 0 0 0 4 1 1 44  .0017162162 13
1 1 0 0 0 0 0 0 0 5 1 1 44   .005988284  7
1 1 0 0 0 0 0 0 1 3 1 2 85  .0044194786  7
0 1 0 0 0 0 0 0 1 4 2 5 32   .006085292 10
end
label values educ neweduc
label def neweduc 1 "Less HS", modify
label def neweduc 2 "Some HS", modify
label def neweduc 3 "HS grad", modify
label def neweduc 4 "Some college or Associate's degree", modify
label def neweduc 5 "Bachelor's or graduate degree", modify
label values race newrace
label def newrace 1 "White Non-Hispanice", modify
label def newrace 2 "Hispanic", modify
label def newrace 3 "Black Non-Hispanice", modify
label def newrace 4 "Asian Non-Hispanice", modify
label values marstat newmarstat
label def newmarstat 1 "Now married", modify
label def newmarstat 2 "Widowed", modify
label def newmarstat 3 "Divorced", modify
label def newmarstat 4 "Separated", modify
label def newmarstat 5 "Never married", modify
label values stateid stateid
label def stateid 2 "02", modify
label def stateid 3 "04", modify
label def stateid 4 "05", modify
label def stateid 5 "06", modify
label def stateid 6 "08", modify
label def stateid 7 "09", modify
label def stateid 8 "10", modify
label def stateid 9 "11", modify
label def stateid 10 "12", modify
label def stateid 12 "15", modify
label def stateid 13 "16", modify
label def stateid 14 "17", modify
label def stateid 15 "18", modify
label def stateid 18 "21", modify
label def stateid 19 "22", modify
label def stateid 20 "23", modify
label def stateid 21 "24", modify
label def stateid 22 "25", modify
label def stateid 31 "34", modify
label def stateid 32 "35", modify
label def stateid 33 "36", modify
label def stateid 34 "37", modify
label def stateid 35 "38", modify
label def stateid 36 "39", modify
label def stateid 37 "40", modify
label def stateid 38 "41", modify
label def stateid 41 "45", modify
label def stateid 43 "47", modify
label def stateid 44 "48", modify
label def stateid 45 "49", modify
label def stateid 46 "50", modify
label def stateid 47 "51", modify
label def stateid 48 "53", modify
label def stateid 50 "55", modify
I want to estimate an event-study regression model with interactions and use margins to estimate total effects as follows. The regression runs but then I get an error of invalid syntax with no further information:

Code:
 *Fit the event study regressions
. foreach O in medicaid anycov privins {
  2.         foreach T in Covid{
  3.     gen b_`O'`T' = .
  4.         gen upper_`O'`T' = .
  5.         gen lower_`O'`T' = .
  6.         gen br_`O'`T' = .
  7.         gen upperr_`O'`T' = .
  8.         gen lowerr_`O'`T' = .
  9.         gen bi_`O'`T' = .
 10.         gen upperi_`O'`T' = .
 11.         gen loweri_`O'`T' = .
 12.         
.         
. 
.         reghdfe `O' medicaidexp##(ys_`T'_1-ys_`T'_5 ys_`T'_7) female i.educ i.race i.marstat c.age##c.ag
> e [pweight=pweightnorm], ///
>         absorb(stateid /*year*/, save) cluster(stateid)
 13.         
.         estimates store c`O'`T'
 14.         
.         local row = 0
 15.     
.     forvalues t = 1(1)5 {
 16.         local ++row
 17.         qui replace b_`O'`T' = _b[1.ys_`T'_`t'] in `row'
 18.         qui replace upper_`O'`T' = _b[1.ys_`T'_`t'] + 1.96*_se[1.ys_`T'_`t'] in `row'
 19.         qui replace lower_`O'`T' = _b[1.ys_`T'_`t']-  1.96*_se[1.ys_`T'_`t'] in `row'
 20.                 qui replace br_`O'`T' = _b[1.medicaidexp#1.ys_`T'_`t'] in `row'
 21.         qui replace upperr_`O'`T' = _b[1.medicaidexp#1.ys_`T'_`t'] + 1.96*_se[1.medicaidexp#1.ys_`T'_
> `t'] in `row'
 22.         qui replace lowerr_`O'`T' = _b[1.medicaidexp#1.ys_`T'_`t']-  1.96*_se[1.medicaidexp#1.ys_`T'_
> `t'] in `row' 
 23.     }
 24.     local ++row
 25.     qui replace b_`O'`T'= 0 in `row'
 26.         qui replace br_`O'`T'= 0 in `row'
 27.     forvalues t = 7 {
 28.         local ++row
 29.         qui replace b_`O'`T'  = _b[1.ys_`T'_`t'] in `row'
 30.         qui replace upper_`O'`T' = _b[1.ys_`T'_`t'] + 1.96*_se[1.ys_`T'_`t'] in `row'
 31.         qui replace lower_`O'`T' = _b[1.ys_`T'_`t'] - 1.96*_se[1.ys_`T'_`t'] in `row'
 32.                 qui replace br_`O'`T'  = _b[1.medicaidexp#1.ys_`T'_`t'] in `row'
 33.         qui replace upperr_`O'`T' = _b[1.medicaidexp#1.ys_`T'_`t'] + 1.96*_se[1.medicaidexp#1.ys_`T'_
> `t'] in `row'
 34.         qui replace lowerr_`O'`T' = _b[1.medicaidexp#1.ys_`T'_`t'] - 1.96*_se[1.medicaidexp#1.ys_`T'_
> `t'] in `row'
 35.     }
 36.         
.         
. 
.         local ys 1 2 3 4 5  7 
 37.         foreach y of local ys{
 38.         qui reghdfe `O' medicaidexp##(ys_`T'_1-ys_`T'_5 ys_`T'_7), ///
>         absorb(county_d date state_d##date, save) cluster(county_d)
 39.         margins, expression(_b[1.ys_`T'_`y']+_b[1.medicaidexp#1.ys_`T'_`y']) post
 40.                 /*qui*/ esttab, ci
 41.                 mat ci`O'`T'`y'= r(coefs)
 42. }
 43. mat ci`O'`T'6=(0,0,0,0)
 44. mat ci`O'`T' = ci`O'`T'1\ci`O'`T'2\ci`O'`T'3\ci`O'`T'4\ci`O'`T'5\ci`O'`T'6\ci`O'`T'7
 45. mat list ci`O'`T'
 46. 
. 
. local row3 = 0
 47. forvalues ti = 1(1)5 {
 48.         local ++row3
 49.         qui replace bi_`O'`T' = ci`O'`T'[`ti',1] in `row3'
 50.         qui replace upperi_`O'`T' = ci`O'`T'[`ti',2] in `row3'
 51.         qui replace loweri_`O'`T' = ci`O'`T'[`ti',3] in `row3'
 52.     }
 53.     local ++row3
 54.     qui replace bi_`O'`T'= 0 in `row3'
 55.     forvalues ti = 7 {
 56.         local ++row3
 57.         qui replace bi_`O'`T' = ci`O'`T'[`ti',1] in `row3'
 58.         qui replace upperi_`O'`T' = ci`O'`T'[`ti',2] in `row3'
 59.         qui replace loweri_`O'`T' = ci`O'`T'[`ti',3] in `row3'
 60.     }
 61. 
.         
.    # delimit ;
delimiter now ;
.     twoway
>         (rarea upper_`O'`T' lower_`O'`T' timeG if inrange(timeG, -6,0), color(gs12%35))
>         (connected b_`O'`T' timeG if inrange(timeG, -6,-2),
>             mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
>                 (connected b_`O'`T' timeG if inrange(timeG, 0,0),
>             mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
>         (function y = 0, range(-6 0) lcolor(gs10)),
>         xline(-.5 , lwidth(2.2) lcolor(gs10) )
>         xsize(4) ysize(2)
>         xtitle("") ytitle("`Label`O''", size(vsmall))
>                 graphregion(color(white))
>         xlabel(-6(1)0, labsize(small))
>                 ylabel(/*-400(150)200*/, labsize(small) )       
>         legend(off)
>         graphregion(margin(r+5))
>         title("Non-Medicaid Exp. States - `Title`T'':" "`Title`O''", pos(11) size(3.5))
>         name(`O'`T', replace)
>      ;
 62.     # delimit cr
delimiter now cr
.         graph export "$plotdir/ES_`O'`T'.png",  replace  width(4000)    
 63.         
.         # delimit ;
delimiter now ;
.     twoway
>         (rarea upperr_`O'`T' lowerr_`O'`T' timeG if inrange(timeG, -6,0), color(gs12%35))
>         (connected br_`O'`T' timeG if inrange(timeG, -6,-2),
>             mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
>                 (connected br_`O'`T' timeG if inrange(timeG, 0,0),
>             mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
>         (function y = 0, range(-6 0) lcolor(gs10)),
>         xline(-.5 , lwidth(2.2) lcolor(gs10) )
>         xsize(4) ysize(2)
>         xtitle("") ytitle("`Label`O''", size(vsmall))
>                 graphregion(color(white))
>         xlabel(-6(1)0, labsize(small))
>                 ylabel(/*-400(150)200*/, labsize(small) )       
>         legend(off)
>         graphregion(margin(r+5))
>         title("Post x Exp. State - `Title`T'':" "`Title`O''", pos(11) size(3.5))
>         name(r`O'`T', replace)
>      ;
 64.     # delimit cr
delimiter now cr
.         graph export "$plotdir/ESr_`O'`T'.png",  replace  width(4000)   
 65.  
.  # delimit ;
delimiter now ;
.     twoway
>         (rarea upperi_`O'`T' loweri_`O'`T' timeG if inrange(timeG, -20,20), color(gs12%35))
>         (connected bi_`O'`T' timeG if inrange(timeG, -20,-2),
>             mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
>                 (connected bi_`O'`T' timeG if inrange(timeG, 0,20),
>             mcolor(cranberry) lwidth(medium) lcolor(cranberry) msize(small))
>         (function y = 0, range(-20 20) lcolor(gs10)),
>         xline(-.5 , lwidth(2.2) lcolor(gs10) )
>         xsize(4) ysize(2)
>         xtitle("") ytitle("`Label`O''", size(vsmall))
>                 graphregion(color(white))
>         xlabel(-20(5)20, labsize(small))
>                 ylabel(/*-400(150)200*/, labsize(small) )       
>         legend(off)
>         graphregion(margin(r+5))
>         title("Total Effect Medicaid Exp. State - `Title`T'':" "`Title`O''", pos(11) size(3.5))
>         name(i`O'`T', replace)
>      ;
 66.     # delimit cr
delimiter now cr
.         graph export "$plotdir/ESi_`O'`T'.png",  replace  width(4000)   
 67.  
.  //rename __hdfe2__ datefe`T'
. }
 68. }
(1,424,947 missing values generated)
(1,424,947 missing values generated)
(1,424,947 missing values generated)
(1,424,947 missing values generated)
(1,424,947 missing values generated)
(1,424,947 missing values generated)
(1,424,947 missing values generated)
(1,424,947 missing values generated)
(1,424,947 missing values generated)
note: 1bn.medicaidexp is probably collinear with the fixed effects (all partialled-out values are close to
>  zero; tol = 1.0e-09)
(MWFE estimator converged in 1 iterations)
note: 1.medicaidexp omitted because of collinearity

HDFE Linear regression                            Number of obs   =  1,281,980
Absorbing 1 HDFE group                            F(  27,     50) =     231.83
Statistics robust to heteroskedasticity           Prob > F        =     0.0000
                                                  R-squared       =     0.0902
                                                  Adj R-squared   =     0.0901
                                                  Within R-sq.    =     0.0756
Number of clusters (stateid) =         51         Root MSE        =     0.3276

                                                      (Std. Err. adjusted for 51 clusters in stateid)
-----------------------------------------------------------------------------------------------------
                                    |               Robust
                           medicaid |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
------------------------------------+----------------------------------------------------------------
                      1.medicaidexp |          0  (omitted)
                       1.ys_Covid_1 |   .0147778   .0039141     3.78   0.000     .0069161    .0226395
                       1.ys_Covid_2 |   .0116291   .0026514     4.39   0.000     .0063036    .0169545
                       1.ys_Covid_3 |   .0156508   .0036444     4.29   0.000     .0083308    .0229709
                       1.ys_Covid_4 |    .013434   .0020207     6.65   0.000     .0093752    .0174928
                       1.ys_Covid_5 |   .0042959   .0010267     4.18   0.000     .0022337    .0063582
                       1.ys_Covid_7 |   .0455878   .0029167    15.63   0.000     .0397295    .0514462
                                    |
             medicaidexp#ys_Covid_1 |
                               1 1  |  -.0145737   .0057539    -2.53   0.014    -.0261307   -.0030167
                                    |
             medicaidexp#ys_Covid_2 |
                               1 1  |   -.003446   .0056096    -0.61   0.542    -.0147132    .0078212
                                    |
             medicaidexp#ys_Covid_3 |
                               1 1  |  -.0040844    .005401    -0.76   0.453    -.0149326    .0067639
                                    |
             medicaidexp#ys_Covid_4 |
                               1 1  |   .0006195   .0040333     0.15   0.879    -.0074817    .0087207
                                    |
             medicaidexp#ys_Covid_5 |
                               1 1  |   .0017619   .0013924     1.27   0.212    -.0010349    .0045586
                                    |
             medicaidexp#ys_Covid_7 |
                               1 1  |   .0074367   .0071483     1.04   0.303    -.0069211    .0217946
                                    |
                             female |   .0381845   .0018181    21.00   0.000     .0345328    .0418362
                                    |
                               educ |
                           Some HS  |  -.0025142   .0105309    -0.24   0.812    -.0236661    .0186376
                           HS grad  |  -.1011294   .0127576    -7.93   0.000    -.1267537    -.075505
Some college or Associate's degree  |  -.1516205   .0153928    -9.85   0.000    -.1825379   -.1207032
     Bachelor's or graduate degree  |  -.2144609   .0202735   -10.58   0.000    -.2551815   -.1737402
                                    |
                               race |
                          Hispanic  |    .040828    .010631     3.84   0.000      .019475    .0621809
               Black Non-Hispanice  |   .0825418   .0047003    17.56   0.000      .073101    .0919825
               Asian Non-Hispanice  |   .0318666    .011371     2.80   0.007     .0090273    .0547059
               Other Non-Hispanice  |   .0569669   .0054851    10.39   0.000     .0459498     .067984
                                    |
                            marstat |
                           Widowed  |   .0301489    .002936    10.27   0.000     .0242517     .036046
                          Divorced  |   .0635882   .0049375    12.88   0.000      .053671    .0735055
                         Separated  |   .0986986   .0069466    14.21   0.000      .084746    .1126513
                     Never married  |   .0571134   .0050187    11.38   0.000      .047033    .0671939
                                    |
                                age |   .0023764   .0006318     3.76   0.000     .0011075    .0036453
                                    |
                        c.age#c.age |  -.0000386   7.11e-06    -5.43   0.000    -.0000529   -.0000243
                                    |
                              _cons |   .1848443   .0191041     9.68   0.000     .1464726    .2232161
-----------------------------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------+
 Absorbed FE | Categories  - Redundant  = Num. Coefs |
-------------+---------------------------------------|
     stateid |        51          51           0    *|
-----------------------------------------------------+
* = FE nested within cluster; treated as redundant for DoF computation
invalid syntax
r(198);

end of do-file

r(198);
Can anyone advise me please what may be wrong?
Sincerely,
Sumedha.