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fetwfe  

Fused Extended Two-Way Fixed Effects
View on CRAN: Click here


Download and install fetwfe package within the R console
Install from CRAN:
install.packages("fetwfe")

Install from Github:
library("remotes")
install_github("cran/fetwfe")

Install by package version:
library("remotes")
install_version("fetwfe", "0.4.4")



Attach the package and use:
library("fetwfe")
Maintained by
Gregory Faletto
[Scholar Profile | Author Map]
First Published: 2025-02-21
Latest Update: 2025-02-21
Description:
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>).
How to cite:
Gregory Faletto (2025). fetwfe: Fused Extended Two-Way Fixed Effects. R package version 0.4.4, https://cran.r-project.org/web/packages/fetwfe. Accessed 04 May. 2025.
Previous versions and publish date:
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