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>).
| Version: | 1.5.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | expm, glmnet, grpreg, Matrix (≥ 1.6-0) |
| Suggests: | bacondecomp, knitr, rmarkdown, dplyr, did |
| Published: | 2025-07-02 |
| DOI: | 10.32614/CRAN.package.fetwfe |
| Author: | Gregory Faletto 
[aut, cre] |
| Maintainer: | Gregory Faletto <gfaletto at gmail.com> |
| BugReports: | https://github.com/gregfaletto/fetwfePackage/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/gregfaletto/fetwfePackage |
| NeedsCompilation: | no |
| Citation: | fetwfe citation info |
| Materials: | README NEWS |
| CRAN checks: | fetwfe results |
Documentation:
| Reference manual: | fetwfe.pdf |
| Vignettes: |
FETWFE Simulation Vignette (source, R code) fetwfe: A Package for Fused Extended Two-Way Fixed Effects (source, R code) |
Downloads:
| Package source: | fetwfe_1.5.0.tar.gz |
| Windows binaries: | r-devel: fetwfe_1.5.0.zip, r-release: fetwfe_1.5.0.zip, r-oldrel: fetwfe_1.5.0.zip |
| macOS binaries: | r-release (arm64): fetwfe_1.5.0.tgz, r-oldrel (arm64): fetwfe_1.5.0.tgz, r-release (x86_64): fetwfe_1.5.0.tgz, r-oldrel (x86_64): fetwfe_1.5.0.tgz |
| Old sources: | fetwfe archive |
Linking:
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