{ "_id": "6ae20ae3327abcdf868651cc", "Package": "fetwfe", "Title": "Fused Extended Two-Way Fixed Effects", "Version": "1.56.18.9000", "Authors@R": "person(given = \"Gregory\", family = \"Faletto\", email = \"gfaletto@gmail.com\", role = c(\"aut\", \"cre\"), comment = c(ORCID = \"0000-0001-8298-1401\"))", "Maintainer": "Gregory Faletto ", "Description": "Calculates the fused extended two-way fixed effects\n(FETWFE) estimator for unbiased and efficient estimation of\ndifference-in-differences in panel data with staggered\ntreatment adoption. This estimator eliminates bias inherent in\nconventional two-way fixed effects estimators, while also\nemploying a novel bridge regression regularization approach to\nimprove efficiency and yield valid standard errors. Also\nimplements extended TWFE (etwfe) and bridge-penalized ETWFE\n(betwfe). Provides S3 classes for streamlined workflow and\nsupports flexible tuning (ridge and rank-condition guarantees),\nautomatic covariate centering/scaling, and detailed overall and\ncohort-specific effect estimates with valid standard errors.\nIncludes simulation and formatting utilities, extensive\ndiagnostic tools, vignettes, and examples. See Faletto (2025)\n().", "URL": "https://gregfaletto.github.io/fetwfePackage/,\nhttps://github.com/gregfaletto/fetwfePackage", "BugReports": "https://github.com/gregfaletto/fetwfePackage/issues", "License": "MIT + file LICENSE", "Encoding": "UTF-8", "Roxygen": "list(markdown = TRUE)", "VignetteBuilder": "knitr", "Config/roxygen2/version": "8.0.0", "Config/Needs/website": "pkgdown", "Repository": "https://gregfaletto.r-universe.dev", "Date/Publication": "2026-10-28 05:00:03 UTC", "RemoteUrl": "https://github.com/gregfaletto/fetwfepackage", "RemoteRef": "HEAD", "RemoteSha": "d0a61a59ff7f528452c8599d3df6e420954d9850", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-28 06:35:21 UTC", "User": "root" }, "Author": "Gregory Faletto [aut, cre] (ORCID:\n)", "_user": "gregfaletto", "_type": "src", "_file": "fetwfe_1.56.18.9000.tar.gz", "_fileid": "https://r2.ropensci.org/b241c420a66d5a488145aa698da68741c05628aed8a21d765ea340bcd2f57703", "_filesize": 2113281, "_sha256": "b241c420a66d5a488145aa698da68741c05628aed8a21d765ea340bcd2f57703", "_expires": "2027-02-05T06:54:29.000Z", "_created": "2026-10-28T06:35:21.000Z", "_published": "2026-10-28T14:46:59.172Z", "_upstream": "https://github.com/gregfaletto/fetwfepackage", "_status": "success", "_maintainer": { "name": "Gregory Faletto", "email": "gfaletto@gmail.com", "login": "gregfaletto", "bluesky": "@gregoryfaletto.com", "description": "Statistician and data scientist. 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"Gregory Faletto", "engine": "knitr::rmarkdown", "headings": [ "What a \"fusion structure\" is", "fusion_structure = \"cohort\" (the default)", "fusion_structure = \"event_study\"", "Two meanings of \"event study\" --- read this first", "A side-by-side demo", "When to prefer each", "Supplying your own fusion matrix D_N (advanced)", "The row/column ordering", "Worked example", "Staying inside the theoretical guarantees", "References" ], "created": "2026-06-04 15:31:41", "modified": "2026-06-07 20:55:57", "commits": 5 }, { "source": "migrating_from_did_and_etwfe.Rmd", "filename": "migrating_from_did_and_etwfe.html", "title": "Coming from did or etwfe? Bringing your data into fetwfe", "engine": "knitr::rmarkdown", "headings": [ "From did", "From etwfe", "What fetwfe adds", "References" ], "created": "2026-07-07 01:55:35", "modified": "2026-07-07 01:55:35", "commits": 1 }, { "source": "etwfe_betwfe_vignette.Rmd", "filename": "etwfe_betwfe_vignette.html", "title": "Comparison Estimators: ETWFE and BETWFE", "author": "Gregory Faletto", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Setup: simulating panel data", "etwfe(): extended TWFE without penalty", "betwfe(): bridge-penalized ETWFE", "No-covariate setting", "Visualizing event-time effects", "When to use which", "References" ], "created": "2026-05-11 05:32:50", "modified": "2026-06-06 06:06:18", "commits": 10 }, { "source": "fetwfe.Rmd", "filename": "fetwfe.html", "title": "fetwfe: A Package for Fused Extended Two-Way Fixed Effects", "author": "Gregory Faletto", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Background", "Package Usage", "Simulated Data Example", "A \"Real Data\" Example", "Testing the zero-effect null", "Per-cohort, per-event-time, and per-(cohort, time) accessors", "Plotting the effects", "Tidy outputs with broom", "Conclusion", "References" ], "created": "2026-07-06 06:53:07", "modified": "2026-10-28 05:00:03", "commits": 4 }, { "source": "high_dimensional_vignette.Rmd", "filename": "high_dimensional_vignette.html", "title": "High-dimensional inference: debiasedATT() when p >= NT", "author": "Gregory Faletto", "engine": "knitr::rmarkdown", "headings": [ "1. High-dimensional inference ($p \\geq NT$): debiasedATT()", "A worked example", "Why debiased, and how well it covers", "An asymptotic alternative: the wild bootstrap", "Simultaneous bands at $p \\geq NT$", "Controlled high-dimensional truth", "References" ], "created": "2026-07-09 00:14:25", "modified": "2026-07-21 15:42:19", "commits": 5 }, { "source": "simulation_vignette.Rmd", "filename": "simulation_vignette.html", "title": "Simulation Vignette for FETWFE: From Coefficients to True Treatment Effects", "author": "Gregory Faletto", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Simulation Workflow Using Piping", "Step 1: Generate Simulation Coefficients", "Step 2: Simulate Panel Data", "Step 3: Run the FETWFE Estimator on Simulated Data", "Step 4: Extract True Treatment Effects", "Combining the Workflow in One Pipeline", "Covariate-dependent cohort assignment", "Multinomial-logit DGP", "Ordered-logit DGP", "Effect of assignment strength", "Nonlinear propensity via interactions", "Truth derivation under non-marginal DGPs", "Targeted-sparsity coefficients for high-dimensional DGPs", "Conclusion" ], "created": "2025-03-05 01:56:13", "modified": "2026-07-09 00:14:25", "commits": 21 }, { "source": "simultaneous_cis_vignette.Rmd", "filename": "simultaneous_cis_vignette.html", "title": "Simultaneous confidence bands and the zero-effect test", "author": "Gregory Faletto", "engine": "knitr::rmarkdown", "headings": [ "1. Simultaneous confidence intervals via simultaneousCIs()", "The multiplier-bootstrap method: method = \"bootstrap\"", "Simultaneous bands are the default: the ci_type argument", "2. Selection consistency as an implicit zero-effect test", "Why this is stronger than a confidence interval on an unregularized estimator", "The q < 1 caveat", "A controlled-truth worked example", "Scope: this is the post-treatment zero-effect test", "References" ], "created": "2026-07-09 00:14:25", "modified": "2026-08-21 00:26:49", "commits": 4 }, { "source": "inference_vignette.Rmd", "filename": "inference_vignette.html", "title": "Standard errors in fetwfe: the variance decomposition and se_type", "author": "Gregory Faletto", "engine": "knitr::rmarkdown", "headings": [ "1. The headline: tight Gaussian CIs by default under (Ψ-IF)", "1.1 Which propensity-score estimators satisfy (Ψ-IF)?", "1.2 What changed in v1.12.0", "2. The two variance pieces and how the package exposes them", "2.1 $V_1$: regression-coefficient variance", "2.2 $V_2$: propensity-score variance", "2.3 The combined variance: tilde_v_N and the paper's catalogue", "2.4 A running example", "3. Experimental: cluster-robust standard errors via se_type = \"cluster\"", "3.1 The formula", "3.2 Why we call this experimental", "3.3 Worked cluster comparison", "4. 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