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. 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>).

Version:	0.4.4
Imports:	expm, glmnet, grpreg
Suggests:	bacondecomp, knitr, rmarkdown, dplyr
Published:	2025-02-21
DOI:	10.32614/CRAN.package.fetwfe
Author:	Gregory Faletto [aut, cre]
Maintainer:	Gregory Faletto <gfaletto at gmail.com>
License:	MIT + file LICENSE
NeedsCompilation:	no
Citation:	fetwfe citation info
Materials:	README NEWS
CRAN checks:	fetwfe results

Documentation:

Reference manual:	fetwfe.pdf
Vignettes:	fetwfe: A Package for Fused Extended Two-Way Fixed Effects (source, R code)

Downloads:

Package source:	fetwfe_0.4.4.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-devel (arm64): not available, r-release (arm64): not available, r-oldrel (arm64): not available, r-devel (x86_64): fetwfe_0.4.4.tgz, r-release (x86_64): fetwfe_0.4.4.tgz, r-oldrel (x86_64): fetwfe_0.4.4.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=fetwfe to link to this page.