etwfe-class

<p>S3 class for the output of <code>etwfe()</code>.</p>

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>).

Gregory Faletto

etwfe-class: Extended Two-Way Fixed Effects Output Class

Description

Arguments