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selectTWFE

0.2.1Package record

Model Selection Between TWFE and ETWFE

0packages depend
1.3Kdownloads / year
77.4%test coverage
13/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 1.8 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK6 OK2026-06-03
Advisories

none known

Documentation

In release 0.2.1
READMENoVignettesYes · 1 · dynamicNEWSYes · 100% structured · does not mention 0.2.1Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
6
Examples that run
no examples
Exported functions with examples
0%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
0%

Downloads

1.3K
CRAN downloads in the past year
Rank #18,678 · ~3/day · ~106/mo
Daily download trend is not available in this view yet.
26830 days
69390 days
1.3K1 year
Compare downloads with other packages →
Also on20 r2u6 autocran

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

Installing selectTWFE adds 33 packages (14 with compiled code, 36 MB of source tarballs). Heaviest: ggplot2 6.0 MB, data.table 5.7 MB, fixest 4.8 MB.

Depends (1)
R >= 3.5.0
Imports (5)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 0.2.1 (2026)
Releases (1)
  • 0.2.1Latest
    2026-06-02 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-06-02
Total releases
1 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 3.5.0
Bundled data
28 KB / 1 file
Download size
82 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("selectTWFE")
von Hippel, P. (2026). selectTWFE: Model Selection Between TWFE and ETWFE (Version 0.2.1) [Computer software]. https://doi.org/10.32614/CRAN.package.selectTWFE

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for selectTWFE version 0.2.1 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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