Package: selectTWFE Type: Package Title: Model Selection Between TWFE and ETWFE Version: 0.2.1 Authors@R: person("Paul", "von Hippel", role = c("aut", "cre"), email = "ph3828@eid.utexas.edu") Description: 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) and Callaway and Sant'Anna (2021) . License: MIT + file LICENSE Encoding: UTF-8 LazyData: true Imports: etwfe, fixest, ggplot2, scales, stats Suggests: knitr, rmarkdown, testthat (>= 3.0.0) VignetteBuilder: knitr Config/testthat/edition: 3 Config/roxygen2/version: 8.0.0 NeedsCompilation: no Packaged: 2026-07-02 09:46:09 UTC; root Author: Paul von Hippel [aut, cre] Maintainer: Paul von Hippel Depends: R (>= 3.5.0) Repository: https://cran.r-universe.dev Date/Publication: 2026-06-02 11:20:02 UTC RemoteUrl: https://github.com/cran/selectTWFE RemoteRef: HEAD RemoteSha: 86ec39a73ecd4a0240e6806eeb543c984dc118c3