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:Paul von Hippel [aut, cre]

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✨
card.svg |card.png
selectTWFE/json (API)
NEWS

# 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

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 1 exports 35 dependencies

Last updated from:86ec39a73e. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK138
source / vignettesOK168
linux-release-x86_64OK146
wasm-releaseOK116

Exports:select_twfe

Dependencies:backportscheckmateclicpp11data.tabledreamerretwfefarverfixestFormulagenericsggplot2gluegtableinsightisobandlabelinglatticelifecyclemarginaleffectsnlmenumDerivR6RColorBrewerRcpprlangS7sandwichscalesstringmagictinyplotvctrsviridisLitewithrzoo

Model Selection in Two-Way Fixed Effects Models

Rendered fromselect_twfe.Rmdusingknitr::rmarkdownon Jun 02 2026.

Last update: 2026-06-02
Started: 2026-06-02