fetwfepackage
Implementation of fused extended two-way fixed effects (Faletto 2024)
Science Score: 36.0%
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Low similarity (8.8%) to scientific vocabulary
Repository
Implementation of fused extended two-way fixed effects (Faletto 2024)
Basic Info
- Host: GitHub
- Owner: gregfaletto
- License: other
- Language: R
- Default Branch: main
- Size: 802 KB
Statistics
- Stars: 4
- Watchers: 2
- Forks: 0
- Open Issues: 8
- Releases: 0
Metadata Files
README.md
Fused Extended Two-Way Fixed Effects
The {fetwfe} package implements fused extended two-way fixed effects (FETWFE), a methodology for estimating treatment effects in difference-in-differences with staggered adoptions.
- For a brief introduction to the methodology, as well as background on difference-in-differences with staggered adoptions and motivation for FETWFE, see this blog post.
- For more detailed slides on the methodology (but less detailed than the paper), see here.
- Check out the most recent draft of the full paper here.
- This blog post explains a little more about what the package does under the hood, if you're interested.
fetwfePackage
To install the {fetwfe} package, simply use
R
install.packages("fetwfe")
You can also install the latest development version by using ```R
install.packages("remotes") # if needed
remotes::install_github("gregfaletto/fetwfePackage") ```
The primary function in the {fetwfe} is fetwfe(), which implements fused extended two-way fixed effects. Here's some example code that implements the data application from the paper:
```R library(fetwfe) library(bacondecomp)
set.seed(23451)
data(divorce)
res <- fetwfe( pdata=divorce[divorce$sex == 2, ], timevar="year", unitvar="st", treatment="changed", covs=c("murderrate", "lnpersinc", "afdcrolls"), response="suiciderateelastjag", q=0.5, verbose=TRUE)
summary(res) ```
For vignettes and full documentation, check out the page for the {fetwfe} package on CRAN.
References
- Faletto, G (2024). Fused Extended Two-Way Fixed Effects for Difference-in-Differences with Staggered Adoptions. arXiv preprint arXiv:2312.05985.
Owner
- Name: Greg Faletto
- Login: gregfaletto
- Kind: user
- Location: Los Angeles
- Website: https://gregoryfaletto.com/
- Twitter: gregoryfaletto
- Repositories: 2
- Profile: https://github.com/gregfaletto
PhD candidate in Statistics at USC Marshall. Interested in feature selection, causal inference, & modeling with applications in social science and business.
GitHub Events
Total
- Issues event: 16
- Watch event: 4
- Delete event: 5
- Issue comment event: 7
- Push event: 231
- Pull request event: 7
- Create event: 6
Last Year
- Issues event: 16
- Watch event: 4
- Delete event: 5
- Issue comment event: 7
- Push event: 231
- Pull request event: 7
- Create event: 6
Packages
- Total packages: 1
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Total downloads:
- cran 264 last-month
- Total dependent packages: 0
- Total dependent repositories: 0
- Total versions: 3
- Total maintainers: 1
cran.r-project.org: fetwfe
Fused Extended Two-Way Fixed Effects
- Homepage: https://github.com/gregfaletto/fetwfePackage
- Documentation: http://cran.r-project.org/web/packages/fetwfe/fetwfe.pdf
- License: MIT + file LICENSE
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Latest release: 1.5.0
published about 1 year ago
Rankings
Maintainers (1)
Dependencies
- dplyr * imports
- expm * imports
- glmnet * imports
- grpreg * imports
- bacondecomp * suggests