fetwfe
Fused Extended Two-Way Fixed Effects
Calculates the fused extended two-way fixed effects (FETWFE) estimator for unbiased and efficient estimation of difference-in-differences in panel data with staggered treatment adoption. This estimator eliminates bias inherent in conventional two-way fixed effects estimators, while also employing a novel bridge regression regularization approach to improve efficiency and yield valid standard errors. Also implements extended TWFE (etwfe) and bridge-penalized ETWFE (betwfe). Provides S3 classes for streamlined workflow and supports flexible tuning (ridge and rank-condition guarantees), automatic covariate centering/scaling, and detailed overall and cohort-specific effect estimates with valid standard errors. Includes simulation and formatting utilities, extensive diagnostic tools, vignettes, and examples. See Faletto (2025) (<doi:10.48550/arXiv.2312.05985>).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.5.0 |
rolling source/ R- | fetwfe_1.5.0.tar.gz |
153.3 KiB |
1.5.0 |
latest source/ R- | fetwfe_1.5.0.tar.gz |
153.3 KiB |
1.5.0 |
2026-04-23 source/ R- | fetwfe_1.5.0.tar.gz |
153.3 KiB |
1.5.0 |
2026-04-09 windows/windows R-4.5 | fetwfe_1.5.0.zip |
351.0 KiB |