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TwoWayFEWeights: Estimation of the Weights Attached to the Two-Way Fixed Effects Regressions

Computes the implicit weights attached to two-way fixed effects regressions, as well as summary measures of these regressions' robustness to heterogeneous treatment effects. Based on de Chaisemartin and D'Haultfoeuille (2020) <doi:10.1257/aer.20181169>.

Version: 2.1.0
Depends: R (≥ 3.5.0)
Imports: data.table, cli, fixest, Rcpp (≥ 1.0.7), stats, utils, haven
LinkingTo: Rcpp
Suggests: tinytest, devtools
Published: 2026-05-27
DOI: 10.32614/CRAN.package.TwoWayFEWeights
Author: Anzony Quispe [aut, cre], Diego Ciccia [aut], Felix Knau [aut], Mélitine Malezieux [aut], Doulo Sow [aut], Shuo Zhang [aut], Clément de Chaisemartin [aut], Grant McDermott [ctb]
Maintainer: Anzony Quispe <anzony.quispe at gmail.com>
BugReports: https://github.com/Credible-Answers/twowayfeweights/issues
License: MIT + file LICENSE
URL: https://github.com/Credible-Answers/twowayfeweights
NeedsCompilation: yes
Materials: NEWS
CRAN checks: TwoWayFEWeights results

Documentation:

Reference manual: TwoWayFEWeights.html , TwoWayFEWeights.pdf

Downloads:

Package source: TwoWayFEWeights_2.1.0.tar.gz
Windows binaries: r-devel: TwoWayFEWeights_2.1.0.zip, r-release: TwoWayFEWeights_2.1.0.zip, r-oldrel: TwoWayFEWeights_2.1.0.zip
macOS binaries: r-release (arm64): TwoWayFEWeights_2.1.0.tgz, r-oldrel (arm64): TwoWayFEWeights_2.1.0.tgz, r-release (x86_64): TwoWayFEWeights_2.1.0.tgz, r-oldrel (x86_64): TwoWayFEWeights_2.1.0.tgz
Old sources: TwoWayFEWeights archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=TwoWayFEWeights to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.