TwoWayFEWeights: Estimation of the Weights Attached to the Two-Way Fixed Effects Regressions

Computes the implicit weights attached to two-way fixed effects regressions, as well as summary measures of these regressions' robustness to heterogeneous treatment effects. Based on de Chaisemartin and D'Haultfoeuille (2020) <doi:10.1257/aer.20181169>.

Version: 2.1.0
Depends: R (≥ 3.5.0)
Imports: data.table, cli, fixest, Rcpp (≥ 1.0.7), stats, utils, haven
LinkingTo: Rcpp
Suggests: tinytest, devtools
Published: 2026-05-27
DOI: 10.32614/CRAN.package.TwoWayFEWeights
Author: Anzony Quispe [aut, cre], Diego Ciccia [aut], Felix Knau [aut], Mélitine Malezieux [aut], Doulo Sow [aut], Shuo Zhang [aut], Clément de Chaisemartin [aut], Grant McDermott [ctb]
Maintainer: Anzony Quispe <anzony.quispe at gmail.com>
BugReports: https://github.com/Credible-Answers/twowayfeweights/issues
License: MIT + file LICENSE
URL: https://github.com/Credible-Answers/twowayfeweights
NeedsCompilation: yes
Materials: NEWS
CRAN checks: TwoWayFEWeights results

Documentation:

Reference manual: TwoWayFEWeights.html , TwoWayFEWeights.pdf

Downloads:

Package source: TwoWayFEWeights_2.1.0.tar.gz
Windows binaries: r-devel: TwoWayFEWeights_2.0.4.zip, r-release: TwoWayFEWeights_2.0.4.zip, r-oldrel: TwoWayFEWeights_2.0.4.zip
macOS binaries: r-release (arm64): TwoWayFEWeights_2.1.0.tgz, r-oldrel (arm64): TwoWayFEWeights_2.0.4.tgz, r-release (x86_64): TwoWayFEWeights_2.1.0.tgz, r-oldrel (x86_64): TwoWayFEWeights_2.1.0.tgz
Old sources: TwoWayFEWeights archive

Linking:

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