selectTWFE
0.2.1Model Selection Between TWFE and ETWFE
Overview
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
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-036 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- not tracked
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 0%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
1 release. R releases are shown for context.
- 0.2.1Latest2026-06-02 · current release
- RR 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
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("selectTWFE")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.