fetwfe
1.10.0Fused Extended Two-Way Fixed Effects
Overview
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).
Install
Health
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 15%
- Documented parameters
- 95%
- Return-value docs
- 100%
- References docs
- 29%
Downloads
Repository
Stars over time
Forks over time
Issues over time
PRs over time
Commits over time
Repository practices
7 development-tooling and community-health practices detected across 5 families in the upstream repository
Checks run against github.com/gregfaletto/fetwfepackage on 2026-07-30.
Show all practices
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
4 releases. Pick two to compare their code metrics. R releases are shown for context.
Package metadata
- First published
- 2025-02-21
- Total releases
- 4 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 154 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet