Use the `stay-open-on-select` attribute to keep the dropdown open after an item has been selected.

```html
<sd-dropdown stay-open-on-select>
  <div class="example">
    <sd-checkbox>Checkbox 1</sd-checkbox>
    <sd-checkbox>Checkbox 2</sd-checkbox>
    <sd-checkbox>Checkbox 3</sd-checkbox>
  </div>
  <sd-button slot="trigger">Trigger</sd-button>
</sd-dropdown>
```