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selectTWFE

0.2.1

Model Selection Between TWFE and ETWFE

0packages depend
658downloads / year
77.4%test coverage
13/13checks pass

Overview

About
Maintained by Paul von HippelFirst published 2026-06-021 releasesCRAN page ↗

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: 2.0 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.53
77.4%
Coverage · measured lines
100%
Documentation · exports
5
Dependencies · direct
Check history
  • OK2026-08-04
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-06-03
    6 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
not tracked
Documented parameters
100%
Return-value docs
100%
References docs
0%

Downloads

658
CRAN downloads in the past year
Rank #16,388 · ~2/day · ~55/mo
Daily download trend is not available in this view yet.
10030 days
65890 days
6581 year
Compare downloads with other packages →
Also on13 r2u13 autocran

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (5)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Package Timeline

1 release. R releases are shown for context.

  • 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
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")
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 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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for selectTWFE version 0.2.1 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

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.

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