{ "_id": "6a291400732311cd87597c07", "Package": "fetwfe", "Title": "Fused Extended Two-Way Fixed Effects", "Version": "1.27.2", "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://github.com/gregfaletto/fetwfePackage", "BugReports": "https://github.com/gregfaletto/fetwfePackage/issues", "License": "MIT + file LICENSE", "Encoding": "UTF-8", "Roxygen": "list(markdown = TRUE)", "RoxygenNote": "7.3.3", "VignetteBuilder": "knitr", "Repository": "https://gregfaletto.r-universe.dev", "Date/Publication": "2026-06-10 04:23:20 UTC", "RemoteUrl": "https://github.com/gregfaletto/fetwfepackage", "RemoteRef": "HEAD", "RemoteSha": "30376f2bba3a80804513a2de232c52f68cd9ef3f", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-10 07:19:40 UTC", "User": "root" }, "Author": "Gregory Faletto [aut, cre] (ORCID:\n)", "MD5sum": "145fd576b5a1a68cf7ab09a2a1c24a07", "_user": "gregfaletto", "_type": "src", "_file": "fetwfe_1.27.2.tar.gz", "_fileid": "36702de07f503f49e2c615699ab89a541f8ee1e1033f6934f5ec1e3c9c22fdca", "_filesize": 1482080, "_sha256": "36702de07f503f49e2c615699ab89a541f8ee1e1033f6934f5ec1e3c9c22fdca", "_created": "2026-06-10T07:19:40.000Z", "_published": "2026-06-10T07:36:32.763Z", "_distro": "noble", "_jobs": [ { "job": 80503258461, "time": 435, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "ERROR", "artifact": "7529150082" }, { "job": 80503258464, "time": 477, "config": "linux-release-x86_64", "r": "4.6.0", "check": "ERROR", "artifact": "7529163910" }, { "job": 80503258484, "time": 297, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7529285045" }, { "job": 80503258553, "time": 352, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7529327625" }, { "job": 80502486332, "time": 297, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7529016445" }, { "job": 80503258451, "time": 137, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7529058177" }, { "job": 80503258470, "time": 408, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7529141965" }, { "job": 80503258487, "time": 385, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7529134505" }, { "job": 80503258547, "time": 402, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7529139399" } ], "_buildurl": "https://github.com/r-universe/gregfaletto/actions/runs/27259781592", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/gregfaletto/fetwfepackage", "_commit": { "id": "30376f2bba3a80804513a2de232c52f68cd9ef3f", "author": "Greg Faletto ", "committer": "GitHub ", "message": "Merge pull request #287 from gregfaletto/allow-density-1\n\nfeat: accept density = 1 in genCoefs() (fully non-sparse truth)", "time": 1781065400 }, "_maintainer": { "name": "Gregory Faletto", "email": "gfaletto@gmail.com", "login": "gregfaletto", "bluesky": "@gregoryfaletto.com", "description": "Statistician and data scientist. Interested in feature selection, causal inference, & modeling with applications in social science and business.", "uuid": 25394975, "orcid": "0000-0001-8298-1401" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "generics", "role": "Imports" }, { "package": "glmnet", "role": "Imports" }, { "package": "grpreg", "role": "Imports" }, { "package": "Matrix", "version": ">= 1.6-0", "role": "Imports" }, { "package": "mvtnorm", "role": "Imports" }, { "package": "bacondecomp", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "dplyr", "role": "Suggests" }, { "package": "did", "role": "Suggests" }, { "package": "expm", "role": "Suggests" }, { "package": "ggplot2", "role": "Suggests" }, { "package": "broom", "role": "Suggests" }, { "package": "lme4", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "tibble", "role": "Suggests" } ], "_owner": "gregfaletto", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-26", "n": 1 }, { "week": "2025-27", "n": 7 }, { "week": "2026-19", "n": 4 }, { "week": "2026-20", "n": 25 }, { "week": "2026-21", "n": 40 }, { "week": "2026-22", "n": 23 }, { "week": "2026-23", "n": 49 }, { "week": "2026-24", "n": 4 } ], "_tags": [], "_stars": 5, "_contributors": [ { "user": "gregfaletto", "count": 631, "uuid": 25394975 }, { "user": "leonidaszhak", "count": 1, "uuid": 70497898 } ], "_userbio": { "uuid": 25394975, "type": "user", "name": "Greg Faletto", "description": "Statistician and data scientist. 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formatted for 'att_gt()' to a dataframe suitable for 'fetwfe()' / 'etwfe()'", "topics": [ "attgtToFetwfeDf" ] }, { "page": "augment.betwfe", "title": "Augment user-supplied data with fitted values and residuals from a betwfe fit", "topics": [ "augment.betwfe" ] }, { "page": "augment.etwfe", "title": "Augment user-supplied data with fitted values and residuals from an etwfe fit", "topics": [ "augment.etwfe" ] }, { "page": "augment.fetwfe", "title": "Augment user-supplied data with fitted values and residuals from a fetwfe fit", "topics": [ "augment.fetwfe" ] }, { "page": "augment.twfeCovs", "title": "Augment is not defined for a twfeCovs fit (documented omission)", "topics": [ "augment.twfeCovs" ] }, { "page": "betwfe", "title": "Bridge-penalized extended two-way fixed effects", "topics": [ "betwfe" ] }, { "page": "betwfe-class", "title": "Bridge-Penalized Extended Two-Way Fixed Effects Output Class", "topics": [ "betwfe-class" ] }, { "page": "betwfeWithSimulatedData", "title": "Run BETWFE on Simulated Data", "topics": [ "betwfeWithSimulatedData" ] }, { "page": "cohortStudy", "title": "Per-cohort average treatment effects", "topics": [ "cohortStudy" ] }, { "page": "cohortTimeATTs", "title": "Per-(cohort, time) average treatment effects", "topics": [ "cohortTimeATTs" ] }, { "page": "etwfe", "title": "Extended two-way fixed effects", "topics": [ "etwfe" ] }, { "page": "etwfe-class", "title": "Extended Two-Way Fixed Effects Output Class", "topics": [ "etwfe-class" ] }, { "page": "etwfeToFetwfeDf", "title": "Convert data prepared for 'etwfe::etwfe()' to the format required by 'fetwfe()' and 'fetwfe::etwfe()'", "topics": [ "etwfeToFetwfeDf" ] }, { "page": "etwfeWithSimulatedData", "title": "Run ETWFE on Simulated Data", "topics": [ "etwfeWithSimulatedData" ] }, { "page": "eventStudy", "title": "Compute pooled event-time treatment-effect estimates", "topics": [ "eventStudy" ] }, { "page": "fetwfe", "title": "Fused extended two-way fixed effects", "topics": [ "fetwfe" ] }, { "page": "FETWFE_coefs-class", "title": "FETWFE Coefficient-Vector Class", "topics": [ "FETWFE_coefs-class" ] }, { "page": "FETWFE_simulated-class", "title": "Simulated Panel-Data Class", "topics": [ "FETWFE_simulated-class" ] }, { "page": "FETWFE_tes-class", "title": "Compute True Treatment Effects Output Class", "topics": [ "FETWFE_tes-class" ] }, { "page": "fetwfe-class", "title": "Fused Extended Two-Way Fixed Effects Output Class", "topics": [ "fetwfe-class" ] }, { "page": "fetwfeWithSimulatedData", "title": "Run FETWFE on Simulated Data", "topics": [ "fetwfeWithSimulatedData" ] }, { "page": "genCoefs", "title": "Generate Coefficient Vector for Data Generation", "topics": [ "genCoefs" ] }, { "page": "genCoefsCore", "title": "Generate Coefficient Vector for Data Generation (core)", "topics": [ "genCoefsCore" ] }, { "page": "getTes", "title": "Compute True Treatment Effects", "topics": [ "getTes" ] }, { "page": "glance.betwfe", "title": "Glance a 'betwfe' fitted object", 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"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": "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": "vignette.Rmd", "filename": "vignette.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", "Tidy outputs with broom", "Conclusion", "References" ], "created": "2025-02-07 02:10:17", "modified": "2026-06-08 03:39:56", "commits": 31 }, { "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", 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