Package: xtife
Type: Package
Title: Interactive Fixed Effects Estimator for Panel Data
Version: 0.1.4
Date: 2026-07-22
Authors@R: person("Binzhi", "Chen",
                  email = "Binzhi.Chen9@gmail.com",
                  role  = c("aut", "cre"))
Description: Implements the interactive fixed effects ('IFE') panel estimator of
    Bai (2009) <doi:10.3982/ECTA6135> for balanced and unbalanced panels, with
    optional additive unit and/or time fixed effects. Provides analytical
    standard errors ('homoskedastic', 'HC1' heteroskedasticity-robust,
    cluster-robust by unit, and heteroskedasticity- and autocorrelation-
    consistent), together with asymptotic incidental-parameter bias correction
    for large panels, including a dynamic extension for predetermined
    (lagged-dependent) regressors following Moon and Weidner (2017)
    <doi:10.1017/S0266466615000328>. The number of factors is chosen by
    information criteria (Bai and Ng 2002 <doi:10.1111/1468-0262.00273>) or by
    singular value thresholding. Unbalanced panels are handled by an
    expectation-maximisation algorithm with nuclear-norm-regularised
    initialisation, with estimation, analytical inference, and bias correction
    following Su, Wang and Wang (2025) <doi:10.2139/ssrn.5177283> and building
    on the matrix-completion and missing-data factor analysis of Bai and Ng
    (2021) <doi:10.1080/01621459.2021.1967163>. All computations use base R
    only, with no external dependencies.
License: GPL-2 | GPL-3
Encoding: UTF-8
Language: en-US
LazyData: true
RoxygenNote: 7.3.3
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
URL: https://github.com/Rickchen0910/xtife
BugReports: https://github.com/Rickchen0910/xtife/issues
NeedsCompilation: no
Packaged: 2026-07-22 17:16:17 UTC; apple
Author: Binzhi Chen [aut, cre]
Maintainer: Binzhi Chen <Binzhi.Chen9@gmail.com>
Repository: CRAN
Date/Publication: 2026-07-22 18:40:02 UTC
Built: R 4.5.2; ; 2026-07-22 21:30:34 UTC; unix
