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selectTWFE 0.2.0

• Added an option to choose the model selection criterion. Previously the criterion was fixed; users can now select among the available criteria (e.g. Cochran’s Q test for heterogeneity or the MSE criterion).
• Empirical Bayes shrinkage is now applied to standard errors of cohort-time estimates, not just to the point estimates.
• Cohort-time confidence intervals shown by plot() are now widened using a Bonferroni correction for the number of cohort-time cells displayed, controlling the familywise error rate at 0.05.
• plot() now draws a reference line at the ATT, along with an explanatory note in the caption.

selectTWFE 0.1.0

• Initial CRAN submission.

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.