Package index • fetwfe

Estimators

Fit fused extended two-way fixed effects (FETWFE) and its comparison estimators for difference-in-differences with staggered adoptions.

fetwfe(): Fused extended two-way fixed effects
etwfe(): Extended two-way fixed effects
betwfe(): Bridge-penalized extended two-way fixed effects
twfeCovs(): Two-way fixed effects with covariates and a single pooled treatment effect per cohort

Inference

Confidence intervals and debiased overall-ATT inference.

debiasedATT(): Debiased overall-ATT with a uniformly-valid standard error
simultaneousCIs(): Parametric simultaneous (1 - alpha) confidence intervals over a family of treatment effects

Treatment-effect summaries

Extract cohort, event-study, and cohort-by-time treatment effects.

getTes(): Compute True Treatment Effects
cohortStudy(): Per-cohort average treatment effects
eventStudy(): Compute pooled event-time treatment-effect estimates
cohortTimeATTs(): Per-(cohort, time) average treatment effects

Simulation

Generate coefficients and panel data for simulation studies.

genCoefs(): Generate Coefficient Vector for Data Generation
genCoefsCore(): Generate Coefficient Vector for Data Generation (core)
simulateData(): Generate Random Panel Data for FETWFE Simulations
simulateDataCore(): Generate Random Panel Data for FETWFE Simulations (core)

Fit on simulated data

Convenience drivers that fit directly on simulateData() output.

fetwfeWithSimulatedData(): Run FETWFE on Simulated Data
etwfeWithSimulatedData(): Run ETWFE on Simulated Data
betwfeWithSimulatedData(): Run BETWFE on Simulated Data
twfeCovsWithSimulatedData(): Run twfeCovs on Simulated Data
debiasedATTWithSimulatedData(): Run debiasedATT() on simulated data

Data conversion

Convert data frames from other DiD packages into the FETWFE format.

attgtToFetwfeDf(): Convert data formatted for att_gt() to a dataframe suitable for fetwfe() / etwfe()
etwfeToFetwfeDf(): Convert data prepared for etwfe::etwfe() to the format required by fetwfe() and fetwfe::etwfe()

Methods

broom (tidy / glance / augment) and base S3 methods (plot, print) for the fitted objects.

tidy(<FETWFE_tes>): Tidy a FETWFE_tes simulation truth object
tidy(<betwfe>): Tidy a betwfe fitted object
tidy(<cohortStudy>): Tidy a cohortStudy object
tidy(<cohortTimeATTs>): Tidy a cohortTimeATTs object
tidy(<debiased_att>): Tidy a debiased overall-ATT estimate
tidy(<etwfe>): Tidy an etwfe fitted object
tidy(<eventStudy>): Tidy an eventStudy object
tidy(<fetwfe>): Tidy an fetwfe fitted object
tidy(<simultaneous_cis>): Tidy a simultaneous-confidence-interval object
tidy(<twfeCovs>): Tidy a twfeCovs fitted object
glance(<betwfe>): Glance a betwfe fitted object
glance(<etwfe>): Glance an etwfe fitted object
glance(<fetwfe>): Glance an fetwfe fitted object
glance(<twfeCovs>): Glance a twfeCovs fitted object
augment(<betwfe>): Augment user-supplied data with fitted values and residuals from a betwfe fit
augment(<etwfe>): Augment user-supplied data with fitted values and residuals from an etwfe fit
augment(<fetwfe>): Augment user-supplied data with fitted values and residuals from a fetwfe fit
augment(<twfeCovs>): Augment is not defined for a twfeCovs fit (documented omission)
plot(<betwfe>): Plot CATT or event-study estimates from a fitted BETWFE
plot(<etwfe>): Plot CATT or event-study estimates from a fitted ETWFE
plot(<fetwfe>): Plot CATT or event-study estimates from a fitted FETWFE / ETWFE / BETWFE
plot(<simultaneous_cis>): Plot a simultaneous-confidence-interval object
plot(<twfeCovs>): Plot is not defined for a twfeCovs fit (documented omission)
print(<debiased_att>): Print a debiased overall-ATT estimate
print(<simultaneous_cis>): Print a simultaneous-confidence-interval object

Classes and low-level accessors

Class definitions and the catt_df element accessors.

FETWFE_coefs-class: FETWFE Coefficient-Vector Class
FETWFE_simulated-class: Simulated Panel-Data Class
FETWFE_tes-class: Compute True Treatment Effects Output Class
betwfe-class: Bridge-Penalized Extended Two-Way Fixed Effects Output Class
etwfe-class: Extended Two-Way Fixed Effects Output Class
fetwfe-class: Fused Extended Two-Way Fixed Effects Output Class
twfeCovs-class: TWFE-With-Covariates Output Class
`$`(<catt_df>): Dollar-sign access on a catt_df object
`$<-`(<catt_df>): Dollar-sign assignment on a catt_df object
`[`(<catt_df>): Single-bracket access on a catt_df object
`[[`(<catt_df>): Double-bracket access on a catt_df object
`[[<-`(<catt_df>): Double-bracket assignment on a catt_df object
`[<-`(<catt_df>): Single-bracket assignment on a catt_df object