Package: fetwfe
Title: Fused Extended Two-Way Fixed Effects
Version: 0.4.4
Authors@R: 
    person("Gregory", "Faletto", , "gfaletto@gmail.com", role = c("aut", "cre"))
Description: 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. Provides flexible tuning parameters (including user-specified or data-driven choices for penalty parameters), detailed output including overall and cohort-specific treatment effects with confidence intervals, and extensive diagnostic tools. See details in Faletto (2024) (<doi:10.48550/arXiv.2312.05985>).
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.3.2
Imports: expm, glmnet, grpreg
Suggests: bacondecomp, knitr, rmarkdown, dplyr
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2025-02-20 18:58:55 UTC; gregfaletto
Author: Gregory Faletto [aut, cre]
Maintainer: Gregory Faletto <gfaletto@gmail.com>
Repository: CRAN
Date/Publication: 2025-02-21 11:40:24 UTC
