selectTWFE
Model Selection Between TWFE and ETWFE
Estimates both a vanilla two-way fixed effects (TWFE) model and an extended TWFE (ETWFE) model, then selects between them using Cochran's Q test for heterogeneity. When ETWFE wins, reports the heterogeneity fraction (I-squared) and cohort-time estimates with empirical Bayes shrinkage and Bonferroni multiplicity correction. Methods build on Wooldridge (2025) <doi:10.1007/s00181-025-02807-z> and Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.1 |
rolling linux/jammy R-4.5 | selectTWFE_0.2.1.tar.gz |
102.1 KiB |
0.2.1 |
rolling linux/noble R-4.5 | selectTWFE_0.2.1.tar.gz |
102.1 KiB |
0.2.1 |
rolling source/ R- | selectTWFE_0.2.1.tar.gz |
81.8 KiB |
0.2.1 |
latest linux/jammy R-4.5 | selectTWFE_0.2.1.tar.gz |
102.1 KiB |
0.2.1 |
latest linux/noble R-4.5 | selectTWFE_0.2.1.tar.gz |
102.1 KiB |
0.2.1 |
latest source/ R- | selectTWFE_0.2.1.tar.gz |
81.8 KiB |
0.2.1 |
2026-04-23 source/ R- | selectTWFE_0.2.1.tar.gz |
0 B |