Package: fetwfe
Title: Fused Extended Two-Way Fixed Effects
Version: 1.5.0
Authors@R: 
    person(given = "Gregory", family = "Faletto", email = "gfaletto@gmail.com", role = c("aut", "cre"), comment = c(ORCID = "0000-0001-8298-1401"))
Maintainer: Gregory Faletto <gfaletto@gmail.com>
Depends: R (>= 4.1.0)
Description: Calculates the fused extended two-way fixed effects (FETWFE) estimator for unbiased and efficient estimation of difference-in-differences in panel data with staggered treatment adoption. This estimator eliminates bias inherent in conventional two-way fixed effects estimators, while also employing a novel bridge regression regularization approach to improve efficiency and yield valid standard errors. Also implements extended TWFE (etwfe) and bridge-penalized ETWFE (betwfe). Provides S3 classes for streamlined workflow and supports flexible tuning (ridge and rank-condition guarantees), automatic covariate centering/scaling, and detailed overall and cohort-specific effect estimates with valid standard errors. Includes simulation and formatting utilities, extensive diagnostic tools, vignettes, and examples. See Faletto (2025) (<doi:10.48550/arXiv.2312.05985>).
URL: https://github.com/gregfaletto/fetwfePackage
BugReports: https://github.com/gregfaletto/fetwfePackage/issues
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.3.2
Imports: expm, glmnet, grpreg, Matrix (>= 1.6-0)
Suggests: bacondecomp, knitr, rmarkdown, dplyr, did
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2025-07-02 06:27:29 UTC; gregfaletto
Author: Gregory Faletto [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-8298-1401>)
Repository: CRAN
Date/Publication: 2025-07-02 16:20:12 UTC
Built: R 4.3.3; ; 2025-07-02 17:42:30 UTC; unix
