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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. Provides flexible tuning parameters (including user-specified or data-driven choices for penalty parameters), detailed output including overall and cohort-specific treatment effects with confidence intervals, and extensive diagnostic tools. See details in Faletto (2024) (<doi:10.48550/arXiv.2312.05985>).
| Version: | 0.4.4 |
| Imports: | expm, glmnet, grpreg |
| Suggests: | bacondecomp, knitr, rmarkdown, dplyr |
| Published: | 2025-02-21 |
| DOI: | 10.32614/CRAN.package.fetwfe |
| Author: | Gregory Faletto [aut, cre] |
| Maintainer: | Gregory Faletto <gfaletto at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Citation: | fetwfe citation info |
| Materials: | README NEWS |
| CRAN checks: | fetwfe results |
| Reference manual: | fetwfe.pdf |
| Vignettes: |
fetwfe: A Package for Fused Extended Two-Way Fixed Effects (source, R code) |
| Package source: | fetwfe_0.4.4.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-devel (arm64): not available, r-release (arm64): not available, r-oldrel (arm64): not available, r-devel (x86_64): fetwfe_0.4.4.tgz, r-release (x86_64): fetwfe_0.4.4.tgz, r-oldrel (x86_64): fetwfe_0.4.4.tgz |
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These binaries (installable software) and packages are in development.
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