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  • Remove interacting variables from coefplot (using reghdfe)

    Hi - I have an issue trying to plot coefficients in reghdfe, because I am using 7 observations I want to omit.

    This is my current code, and output

    reghdfe relativecapx i.treatmentintensity##b2014.year##i.denmark [aweight=meanmarketcap], abs(country#year treatmentintensity#year c_gvkey year#ff12industry year#quartile_marketcap) vce(cl c_gvkey)

    coefplot, drop( _cons 1.denmark) vertical base mcolor("106 208 200") ciopts(lcolor("118 152 160")) ///
    rename(7.treatment="2010" 8.treatment="2011" 9.treatment="2012" 10.treatment="2013" 11.treatment="2014" ///
    12.treatment="2015" 13.treatment="2016" 14.treatment="2017" 15.treatment="2018" 16.treatment="2019") ///
    yline(0,lcolor("106 208 200") lpattern(dash)) xline(12, lcolor("236 196 77")) ///
    graphregion(fcolor(white) ifcolor(white) ilcolor(white)) ///
    xscale(lcolor("0 51 102")) yscale(r(-0.075,0.075)lcolor("0 51 102")) ///
    xlabel(8 "2010" 9 "2011" 10 "2012" 11 "2013" 12 "2015" 13 "2016" 14 "2017" 15 "2018" 16 "2019", labcolor("0 51 102") noticks) ylabel( ///
    -.075 -.05 -.025 0 .025 .05 .075, labcolor("0 51 102") noticks nogrid) ///
    Click image for larger version

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    title((Event Study), color("0 51 102"))


    it is driving me crazy because essentially the output is just shifted by the observations. would appreciate help though. thanks
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