Model Selection Between TWFE and ETWFE R package selectTWFE version 0.2.1 Estimates both a vanilla two-way fixed effects (TWFE) model and an extended TWFE (ETWFE) model, then selects between them using Cochran's Q test for heterogeneity. When ETWFE wins, reports the heterogeneity fraction (I-squared) and cohort-time estimates with empirical Bayes shrinkage and Bonferroni multiplicity correction. Methods build on Wooldridge (2025) <doi:10.1007/s00181-025-02807-z> and Callaway and Sant'Anna (2021) <doi:10.1016/j.jeconom.2020.12.001>. Software Depends: R (>= 3.5.0) Imports: etwfe, fixest, ggplot2, scales, stats Suggests: knitr, rmarkdown, testthat (>= 3.0.0) Paul von Hippel <ph3828@eid.utexas.edu> Comprehensive R Archive Network (CRAN) Paul von Hippel [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=selectTWFE/LICENSE) 2026-06-02 application/tgz https://CRAN.R-project.org/package=selectTWFE doi:10.32614/CRAN.package.selectTWFE