Implements the interactive fixed effects ('IFE') panel estimator of Bai (2009) <doi:10.3982/ECTA6135> with analytical standard errors ('homoskedastic', 'HC1' robust, and cluster-robust by unit). Supports asymptotic bias correction for large panels (Bai 2009) and a dynamic extension for predetermined regressors (Moon and Weidner 2017 <doi:10.1017/S0266466615000328>). Includes information-criterion-based factor number selection (Bai and Ng 2002 <doi:10.1111/1468-0262.00273>). All computations use base R only with no external dependencies.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-04-21 |
| DOI: | 10.32614/CRAN.package.xtife (may not be active yet) |
| 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 |
| Materials: | README |
| CRAN checks: | xtife results |
| Reference manual: | xtife.html , xtife.pdf |
| Vignettes: |
Interactive Fixed Effects with xtife (source, R code) |
| Package source: | xtife_0.1.3.tar.gz |
| Windows binaries: | r-devel: not available, r-release: xtife_0.1.3.zip, r-oldrel: xtife_0.1.3.zip |
| macOS binaries: | r-release (arm64): xtife_0.1.3.tgz, r-oldrel (arm64): not available, r-release (x86_64): xtife_0.1.3.tgz, r-oldrel (x86_64): xtife_0.1.3.tgz |
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