TwoWayFEWeights

Authors Diego Ciccia, Anzony Quispe, Felix Knau, Mélitine Malezieux, Doulo Sow, Clément de Chaisemartin, Shuo Zhang

Last update 27 May 2026

Copyright license MIT license, File License

Software version identifier 0.1.0, 2.0.0, PACKAGES.rds, 2.0.1, 2.0.2, 2.0.3, 2.0.4, 2.1.0

Description

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>.

Cites work

Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects

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