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xtdml: Double Machine Learning for Static Panel Models with Fixed Effects

The 'xtdml' package implements partially linear panel regression (PLPR) models with high-dimensional confounding variables and an exogenous treatment variable within the double machine learning framework. The package is used to estimate the structural parameter (treatment effect) in static panel data models with fixed effects using the approaches established in Clarke and Polselli (2025) <doi:10.1093/ectj/utaf011>. 'xtdml' is built on the object-oriented package 'DoubleML' (Bach et al., 2024) <doi:10.18637/jss.v108.i03> using the 'mlr3' ecosystem.

Version: 0.1.6
Depends: R (≥ 3.5.0)
Imports: R6 (≥ 2.4.1), data.table (≥ 1.12.8), mlr3 (≥ 0.5.0), mlr3tuning (≥ 0.3.0), mlr3learners (≥ 0.3.0), mlr3misc, mvtnorm, utils, clusterGeneration, readstata13, magrittr, dplyr, stats, MLmetrics, checkmate
Suggests: rpart, mlr3pipelines
Published: 2025-10-08
DOI: 10.32614/CRAN.package.xtdml
Author: Annalivia Polselli ORCID iD [aut, cre]
Maintainer: Annalivia Polselli <apolselli.econ at gmail.com>
License: GPL-2 | GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: xtdml results

Documentation:

Reference manual: xtdml.html , xtdml.pdf

Downloads:

Package source: xtdml_0.1.6.tar.gz
Windows binaries: r-devel: xtdml_0.1.6.zip, r-release: xtdml_0.1.5.zip, r-oldrel: xtdml_0.1.5.zip
macOS binaries: r-release (arm64): xtdml_0.1.6.tgz, r-oldrel (arm64): xtdml_0.1.6.tgz, r-release (x86_64): xtdml_0.1.6.tgz, r-oldrel (x86_64): xtdml_0.1.6.tgz
Old sources: xtdml archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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