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function my_filter_list() {
	$screen = get_current_screen();
	global $wp_query;
	if ( $screen->post_type == 'dealers' ) {
		wp_dropdown_categories( array(
			'show_option_all' => 'Все города',
			'taxonomy'        => 'cities',
			'name'            => 'cities',
			'orderby'         => 'name',
			'selected'        => ( isset( $wp_query->query['cities'] ) ? $wp_query->query['cities'] : '' ),
			'hierarchical'    => false,
			'depth'           => 3,
			'show_count'      => false,
			'hide_empty'      => true,
		) );
	}
}

add_action( 'restrict_manage_posts', 'my_filter_list' );