etwfe
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grantmcdermott
Extended two-way fixed effects
I added a simple option to only include t post-treatment periods in the calculation of aggregate effects (this option also exists in did). I have tested it a little but...
Fixest's aggregate command may be an efficient alternative for inference in cases when `marginaleffects` takes a long time. Consider the MWE below: ```R library(etwfe) data("mpdta", package="did") mod = etwfe( fml...
Hey Grant, Hey @vincentarelbundock (maybe you can help me too because this is in the end a question on `marginaleffects` rather than `etwfe`) I'm using the `xvar` argument so far...
Dear Grant, I hope you are doing fine. I wondered whether you think it would be worth incorporating anticipation effects for the estimator (this would be kind of similar to...
In case you missed it: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4516518
This PR adds support for inference via a wild (cluster) bootstrap by adding a `bootstrap` argument to `etwfe` (only for OLS). If `bootstrap = TRUE`, etwfe will compute marginal effects...
Dear @grantmcdermott , Dear @vincentarelbundock - a question regarding the marginal effects in `etwfe.` I want to use `etwfe` with a Poisson specification, reporting the overall ATT as a percentage...