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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.
| Version: | 0.1.4 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-07-22 |
| DOI: | 10.32614/CRAN.package.xtife |
| Author: | Binzhi Chen [aut, cre] |
| Maintainer: | Binzhi Chen <Binzhi.Chen9 at gmail.com> |
| BugReports: | https://github.com/Rickchen0910/xtife/issues |
| License: | GPL-2 | GPL-3 |
| URL: | https://github.com/Rickchen0910/xtife |
| NeedsCompilation: | no |
| Language: | en-US |
| Citation: | xtife citation info |
| Materials: | README |
| CRAN checks: | xtife results |
| Reference manual: | xtife.html , xtife.pdf |
| Vignettes: |
Interactive Fixed Effects for Balanced and Unbalanced Panels (source, R code) |
| Package source: | xtife_0.1.4.tar.gz |
| Windows binaries: | r-devel: xtife_0.1.4.zip, r-release: xtife_0.1.4.zip, r-oldrel: xtife_0.1.3.zip |
| macOS binaries: | r-release (arm64): xtife_0.1.4.tgz, r-oldrel (arm64): xtife_0.1.4.tgz, r-release (x86_64): xtife_0.1.4.tgz, r-oldrel (x86_64): xtife_0.1.4.tgz |
| Old sources: | xtife archive |
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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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