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fect v2.4.5

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@xuyiqing xuyiqing released this 31 May 03:21
v2.4.5
eccc973
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Learn about vigilant mode.

CRAN-accepted 2026-05-30. Bundles four releases since v2.4.1 (v2.4.2 → v2.4.5).

Highlights

New: group.fe for sub-group treatment (v2.4.5)

  • group.fe argument on fect() absorbs additive fixed effects at a coarsening of the unit identifier — e.g. state FE on county-level rows when treatment varies at the state level. Multi-column accepted; nesting validated. Closes #139.
  • Clustered SE auto-defaults to group.fe[1] (Bertrand-Duflo-Mullainathan 2004); override with cl = "<column>".
  • method = "fe" silently routes to cfe when group.fe is set; ife / mc / both / gsynth hard-error.

New: $sample slot (v2.4.4)

  • fect() now returns $sample, a logical matrix (same dims as $Y.dat) marking every cell used in any part of estimation (main fit, placebo / carryover / balance tests). Pairs with panelView::panelview(sample = ...) to visualize the estimation sample.

ci.method API and estimand inference (v2.4.2)

  • ci.method = c("normal", "basic") on fect() selects the CI construction uniformly across all returned est.* slots. Legacy quantile.CI is soft-deprecated (mapped with a one-time warning).
  • estimand() gains test = c("none", "placebo", "carryover") for placebo / carryover versions of any alternative estimand (#131), para.error ("auto" / "ar" / "empirical" / "wild") for the parametric vartype, and BCa / normal CI methods with per-type defaults.
  • Tighter EM convergence defaults (tol 1e-3 → 1e-5, max.iteration 1000 → 5000) with a non-convergence warning(). Point estimates shift slightly toward the converged minimum; pass the old values explicitly to reproduce pre-2.4.2 output.

Bug fixes

  • method = "cfe" with force = "time" / "unit" no longer errors with Index out of bounds (v2.4.5). force = "two-way" is byte-equivalent.
  • Parallel bootstrap future.globals.maxSize overrun fixed: the quiet_nonpara wrapper no longer captures fect_boot()'s full frame (v2.4.3).

Maintenance

  • Removed the unused sfe argument and orphan R/polynomial.R (v2.4.5).
  • CRAN test suite slimmed (132s → ~2s on CRAN; full suite still runs locally / CI); legacy pkgdown tooling and pre-rendered NEWS.html dropped.

Full changelog: NEWS.md · User manual: https://yiqingxu.org/packages/fect/

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