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>.
| Version: | 0.2.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | etwfe, fixest, ggplot2, scales, stats |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-06-02 |
| DOI: | 10.32614/CRAN.package.selectTWFE (may not be active yet) |
| Author: | Paul von Hippel [aut, cre] |
| Maintainer: | Paul von Hippel <ph3828 at eid.utexas.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | selectTWFE results |
| Reference manual: | selectTWFE.html , selectTWFE.pdf |
| Vignettes: |
Model Selection Between TWFE and ETWFE (source, R code) |
| Package source: | selectTWFE_0.2.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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