Other packages > Find by keyword >

selectTWFE  

Model Selection Between TWFE and ETWFE
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("selectTWFE", "0.2.1")



Attach the package and use:
library("selectTWFE")
Maintained by
Paul von Hippel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-02
Latest Update: 2026-06-02
Description:
Estimates both a vanilla two-way fixed effects (TWFE) model and an extended TWFE (ETWFE) model, then selects between them using Cochran's Q test for heterogeneity. When ETWFE wins, reports the heterogeneity fraction (I-squared) and cohort-time estimates with empirical Bayes shrinkage and Bonferroni multiplicity correction. Methods build on Wooldridge (2025) <doi:10.1007/s00181-025-02807-z> and Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001>.
How to cite:
Paul von Hippel (2026). selectTWFE: Model Selection Between TWFE and ETWFE. R package version 0.2.1, https://cran.r-project.org/web/packages/selectTWFE. Accessed 04 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited selectTWFE R package
View selectTWFE citation profile
Other R packages that selectTWFE depends, imports, suggests or enhances
Complete documentation for selectTWFE
Functions, R codes and Examples using the selectTWFE R package
Full selectTWFE package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
skilljaR  
Connect to Your 'Skilljar' Data
Functions that simplify calls to the 'Skilljar' API. See < ...
Download / Learn more Package Citations See dependency  
rWishart  
Random Wishart Matrix Generation
An expansion of R's 'stats' random wishart matrix generation. This package allows the user to gener ...
Download / Learn more Package Citations See dependency  
plotbb  
Grammar of Graphics for 'base' Plot
Proof of concept for implementing grammar of graphics using base plot. The bbplot() function initial ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,906

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA