Package: fetwfe 1.55.0
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. 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>).
Authors:
fetwfe_1.55.0.tar.gz
fetwfe_1.55.0.zip(r-4.7)fetwfe_1.55.0.zip(r-4.6)fetwfe_1.55.0.zip(r-4.5)
fetwfe_1.55.0.tgz(r-4.6-any)fetwfe_1.55.0.tgz(r-4.5-any)
fetwfe_1.55.0.tar.gz(r-4.7-any)fetwfe_1.55.0.tar.gz(r-4.6-any)
fetwfe_1.55.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
fetwfe/json (API)
| # Install 'fetwfe' in R: |
| install.packages('fetwfe', repos = c('https://gregfaletto.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/gregfaletto/fetwfepackage/issues
Last updated from:d5d50a4b35. Checks:2 ERROR, 7 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | ERROR | 608 | ||
| source / vignettes | OK | 243 | ||
| linux-release-x86_64 | ERROR | 619 | ||
| macos-release-arm64 | OK | 441 | ||
| macos-oldrel-arm64 | OK | 518 | ||
| windows-devel | OK | 621 | ||
| windows-release | OK | 598 | ||
| windows-oldrel | OK | 621 | ||
| wasm-release | OK | 180 |
Exports:attgtToFetwfeDfbetwfebetwfeWithSimulatedDatacohortStudycohortTimeATTsdebiasedATTdebiasedATTWithSimulatedDataetwfeetwfeToFetwfeDfetwfeWithSimulatedDataeventStudyfetwfefetwfeWithSimulatedDatagenCoefsgenCoefsCoregetTessimulateDatasimulateDataCoresimultaneousCIstwfeCovstwfeCovsWithSimulatedData
Dependencies:codetoolsforeachgenericsglmnetgrpregiteratorslatticeMatrixmvtnormRcppRcppEigenshapesurvival
Last update: 2026-07-02
Started: 2026-05-12
Last update: 2026-06-29
Started: 2025-03-05
Last update: 2026-06-08
Started: 2025-02-07
Last update: 2026-06-07
Started: 2026-06-04
Last update: 2026-06-06
Started: 2026-05-11
