NEWS.md

In fetwfe: Fused Extended Two-Way Fixed Effects

NEWS

Version 1.5.0 (2025-07-01)

• Updates to documentation, various minor tweaks to prepare for CRAN submission.

Version 1.4.1 (2025-06-06)

• Add argument guarantee_rank_condition to simulateData() to provide option to ensure that final design matrix has full column rank.

Version 1.4.0 (2025-06-06)

• Add S3 class for fetwfe().

Version 1.3.2 (2025-06-01)

• Correct some math details, update documentation.

Version 1.3.1 (2025-06-01)

• Fix some bugs, update documentation.

Version 1.3.0 (2025-05-25)

• Add functions:
• twfeCovs() (implementation of two-way fixed effects with covariates)
• twfeCovsWithSimulatedData() (analogous to fetwfeWithSimulatedData())

Version 1.2.0 (2025-05-24)

• Add functions:
• btwfe() (implementation of bridge-penalized extended two-way fixed effects)
• btwfeWithSimulatedData() (analogous to fetwfeWithSimulatedData())

Version 1.1.0 (2025-05-23)

• Add functions:
• etwfe() (implementation of extended two-way fixed effects)
• etwfeWithSimulatedData() (analogous to fetwfeWithSimulatedData())
• attgtToFetwfeDf() (converts data.frame formatted for did::att_gt() to format required for fetwfe() and fewtfe::etwfe()
• ewtfeToFetwfeDf() (converts data.frame formatted for etwfe::etwfe() to format required for fetwfe() and fetwfe::etwfe()

Version 1.0.0 (2025-05-14)

• Update vignettes.

Version 0.11.2 (2025-05-14)

• Update documentation.

Version 0.11.1 (2025-05-13)

• Update documentation.

Version 0.11.0 (2025-05-11)

• Various minor bug fixes and refactoring.

Version 0.10.4 (2025-05-08)

• Fix issue #1 https://github.com/gregfaletto/fetwfePackage/issues/1.

Version 0.10.3 (2025-05-08)

• Fix bug from previous centering and scaling implementation.

Version 0.10.2 (2025-05-07)

• Add centering and scaling of covariates before ridge penalty added.

Version 0.10.1 (2025-03-08)

• Add support for factor covariates in fetwfe().

Version 0.10.0 (2025-03-04)

• Add back in functions genCoefsCore() and simulateDataCore() for export, and add tests for them. (Though these more flexible functions are now available, emphasis for end users will still be on using wrapper functions genCoefs() and simulateData().)

Version 0.9.0 (2025-03-04)

• Changed implementation of genCoefs() to a wrapper function that creates an object that can be piped into simulateData(), itself a new wrapper function for the function that was previously called genRandomData(). The output of simulateData() can then be piped into another new wrapper function, fetwfeWithSimulatedData().

Version 0.8.0 (2025-03-02)

• Added argument add_ridge to fetwfe(), which adds a ridge regularization term to the (untransformed) coefficients in estimation, similarly to the elastic net.

Version 0.7.0 (2025-03-01)

• Added function getTes() to get treatment effects from a vector of coefficients generated by genCoefs() and/or estimated on data generated from genRandomData().

Version 0.6.0 (2025-02-28)

• Added functions genRandomData(), for generating random panel data suitable for fetwfe(), and genCoefs(), which generates a random vector of coefficients that is needed as an input to genRandomData().

Version 0.5.1 (2025-02-26)

• Slight updates to handle cases when only one column or row of matrix is selected more smoothly.

Version 0.5.0 (2025-02-25)

• Add support for data with no covariates.

Version 0.4.5 (2025-02-22)

• Fix typo in definition of lambda.max_model_size

Version 0.4.4 (2025-02-20)

• Update DESCRIPTION to align with CRAN requirements.

Version 0.4.3 (2025-02-19)

• Change URL to DOI in DESCRIPTION.

Version 0.4.2 (2025-02-16)

• Added more detail to DESCRIPTION.
• Changed how messages are printed to use message() instead of print(), and modified code so that all messages are suppressed when the argument verbose is FALSE.

Version 0.4.1 (2025-02-07)

• Modified .Rbuildignore to conform with CRAN requirements.

Version 0.4.0 (2025-02-07)

• Initial release of the fetwfe package implementing the Fused Extended Two-Way Fixed Effects estimator.

fetwfe documentation built on Aug. 9, 2025, 9:07 a.m.