xtife: Interactive Fixed Effects Estimator for Balanced Panel Data

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
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

Documentation:

Reference manual:	xtife.html , xtife.pdf
Vignettes:	Interactive Fixed Effects with xtife (source, R code)

Downloads:

Package source:	xtife_0.1.3.tar.gz
Windows binaries:	r-devel: xtife_0.1.3.zip, 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): xtife_0.1.3.tgz, r-release (x86_64): xtife_0.1.3.tgz, r-oldrel (x86_64): xtife_0.1.3.tgz

Linking:

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