Introduction | Installation | Example 1: Real Data (mpdta) | Example 2: Simulation --- Homogeneous Effects (TWFE Should Win) | Example 3: Simulation --- Substantial Heterogeneous Effects (ETWFE Should Win) | Example 4: Simulation --- Very Mild Heterogeneity with Small Sample | Monte Carlo Validation | Appendix | Cochran's Q Test | The Heterogeneity Fraction ($I^2$) | Empirical Bayes Shrinkage | Confidence Intervals on the Event Study Plot
Package: selectTWFE 0.2.1
Paul von Hippel
selectTWFE: Model Selection Between TWFE and ETWFE
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>.
Authors:
selectTWFE_0.2.1.tar.gz
selectTWFE_0.2.1.tar.gz(r-4.7-any)selectTWFE_0.2.1.tar.gz(r-4.6-any)
selectTWFE_0.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
selectTWFE/json (API)
| # Install 'selectTWFE' in R: |
| install.packages('selectTWFE', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- mpdta - Minimum wage and teen employment data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:86ec39a73e. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 138 | ||
| source / vignettes | OK | 188 | ||
| linux-release-x86_64 | OK | 145 | ||
| wasm-release | OK | 159 |
Exports:select_twfe
Dependencies:backportscheckmateclicpp11data.tabledreamerretwfefarverfixestFormulagenericsggplot2gluegtableinsightisobandlabelinglatticelifecyclemarginaleffectsnlmenumDerivR6RColorBrewerRcpprlangS7sandwichscalesstringmagictinyplotvctrsviridisLitewithrzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Minimum wage and teen employment data | mpdta |
| Plot method for select_twfe objects | plot.select_twfe |
| Print method for select_twfe objects | print.select_twfe |
| Print method for summary.select_twfe objects | print.summary.select_twfe |
| Select a model for two-way fixed effects | select_twfe |
| Summary method for select_twfe objects | summary.select_twfe |