How to save covariance matrix of the estimated fixed effects after reghdfe

[Giorgia Estefani]

Hi everybody!

I have a longitudinal dataset (individuals x years, individuals live in different areas) and I am using the following command:
reghdfe y x, absorb(area=FE year) vce(cluster pro)
where FE are the estimated fixed effects for the N areas. How can I save the cov matrix for the FE parameters? I'd like to have a NxN matrix in the .dta file.

Thanks!

Giorgia

[FernandoRios]

Unless there has been a new update on that, It is not possible to obtain the standard errors for the fixed effects.