{ "_id": "6a27aa1d24555f66ed533f68", "Package": "xtife", "Type": "Package", "Title": "Interactive Fixed Effects Estimator for Panel Data", "Version": "0.1.4", "Date": "2026-04-30", "Authors@R": "person(\"Binzhi\", \"Chen\",\nemail = \"Binzhi.Chen9@gmail.com\",\nrole = c(\"aut\", \"cre\"))", "Description": "Implements the interactive fixed effects ('IFE') panel\nestimator of Bai (2009) with analytical\nstandard errors ('homoskedastic', 'HC1' robust, and\ncluster-robust by unit). Supports asymptotic bias correction\nfor large panels (Bai 2009) and a dynamic extension for\npredetermined regressors (Moon and Weidner 2017\n). Includes\ninformation-criterion-based factor number selection (Bai and Ng\n2002 ). Also implements an\nunbalanced panel extension using the expectation-maximisation\nalgorithm of Bai (2009) with exact inferential statistics from\nSu, Wang and Wang (2025) , including\nnuclear-norm regularisation initialisation, singular value\nthresholding for factor number selection, and analytical bias\ncorrection for both strictly and weakly exogenous regressors.\nAll computations use base R only with no external dependencies.", "License": "GPL-2 | GPL-3", "Encoding": "UTF-8", "Language": "en-US", "LazyData": "true", "Roxygen": "list(markdown = TRUE)", "RoxygenNote": "7.3.3", "VignetteBuilder": "knitr", "URL": "https://github.com/Rickchen0910/xtife", "BugReports": "https://github.com/Rickchen0910/xtife/issues", "Repository": "https://rickchen0910.r-universe.dev", "Date/Publication": "2026-05-02 22:18:45 UTC", "RemoteUrl": "https://github.com/rickchen0910/xtife", "RemoteRef": "HEAD", "RemoteSha": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-08 06:53:23 UTC", "User": "root" }, "Author": "Binzhi Chen [aut, cre]", "Maintainer": "Binzhi Chen ", "MD5sum": "bf11d50df8ffc291e9825c2b661c6876", "_user": "rickchen0910", "_type": "src", "_file": "xtife_0.1.4.tar.gz", "_fileid": "c4f57076b5335fc0ee98a5e57449b9d1a3e1bee6a77eec2236f343c2922696dd", "_filesize": 291723, "_sha256": "c4f57076b5335fc0ee98a5e57449b9d1a3e1bee6a77eec2236f343c2922696dd", "_created": "2026-06-08T06:53:23.000Z", "_published": "2026-06-09T05:52:29.645Z", "_distro": "noble", "_jobs": [ { "job": 80256612791, "time": 113, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7473395841" }, { "job": 80256612516, "time": 118, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7473397078" }, { "job": 80256612759, "time": 208, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7473410933" }, { "job": 80256612320, "time": 182, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7499534084" }, { "job": 80256612301, "time": 225, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7473367153" }, { "job": 80256612804, "time": 93, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7473390424" }, { "job": 80256612639, "time": 78, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7473386538" }, { "job": 80256612805, "time": 94, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7473391118" }, { "job": 80256612600, "time": 119, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7473397456" } ], "_buildurl": "https://github.com/r-universe/rickchen0910/actions/runs/27120866673", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/rickchen0910/xtife", "_commit": { "id": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "author": "Rickchen0910 ", "committer": "Rickchen0910 ", "message": "Look for ife.R directly in xtife_mc/ instead of xtife_src/ subdirectory\n\nCo-Authored-By: Claude Sonnet 4.6 \n", "time": 1777760325 }, "_maintainer": { "name": "Binzhi Chen", "email": "binzhi.chen9@gmail.com" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "stats", "role": "Imports" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" } ], "_owner": "rickchen0910", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-11", "n": 9 }, { "week": "2026-17", "n": 4 }, { "week": "2026-18", "n": 10 } ], "_tags": [], "_stars": 5, "_contributors": [ { "user": "rickchen0910", "count": 23, "uuid": 52362832 } ], "_userbio": { "uuid": 52362832, "type": "user", "name": "Binzhi Chen", "description": "Senior Research Officer in ISER at University of Essex" }, "_downloads": { "count": 449, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/xtife" }, "_devurl": "https://github.com/rickchen0910/xtife", "_searchresults": 0, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/readme.html", "extra/readme.md", "extra/xtife.html", "manual.pdf" ], "_homeurl": "https://github.com/rickchen0910/xtife", "_realowner": "rickchen0910", "_cranurl": true, "_releases": [ { "version": "0.1.3", "date": "2026-04-21" } ], "_exports": [ "ife", "ife_select_r", "ife_select_r_unb", "ife_unbalanced" ], "_datasets": [ { "name": "cigar", "title": "Dataset on US Cigarette Demand Panel", "object": "cigar", "class": [ "data.frame" ], "fields": [ "state", "year", "price", "pop", "pop16", "cpi", "ndi", "sales", "pimin" ], "rows": 1380, "table": true, "tojson": true } ], "_help": [ { "page": "cigar", "title": "Dataset on US Cigarette Demand Panel", "topics": [ "cigar" ] }, { "page": "ife", "title": "Estimate Interactive Fixed Effects Model (Bai 2009)", "topics": [ "ife" ] }, { "page": "ife_select_r", "title": "Select the Number of Factors via Information Criteria", "topics": [ "ife_select_r" ] }, { "page": "ife_select_r_unb", "title": "Factor Number Selection for Unbalanced Panel IFE via SVT", "topics": [ "ife_select_r_unb" ] }, { "page": "ife_unbalanced", "title": "Unbalanced Panel Interactive Fixed Effects Estimator", "topics": [ "ife_unbalanced" ] }, { "page": "print.ife", "title": "Print an IFE Model Summary", "topics": [ "print.ife" ] } ], "_readme": "https://github.com/rickchen0910/xtife/raw/HEAD/README.md", "_rundeps": [], "_vignettes": [ { "source": "xtife-introduction.Rmd", "filename": "xtife-introduction.html", "title": "Interactive Fixed Effects for Balanced and Unbalanced Panels", "author": "Binzhi Chen", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Why interactive fixed effects?", "The IFE model", "What xtife provides", "Balanced Panel IFE", "Data", "Quick start", "Estimation algorithm", "Standard error types", "Comparison with TWFE", "Factor number selection", "Asymptotic bias correction (balanced panel)", "Static regressors — Bai (2009)", "Dynamic regressors — Moon and Weidner (2017)", "Unbalanced Panel IFE", "Motivation", "The unbalanced IFE model", "Identification", "Quick start with unbalanced data", "Outer alternating-maximisation (AM) loop", "EM inner loop (Bai 2009, Appendix B) — used within each AM iteration", "Initialisation", "Exact standard errors (SWW2025 Theorem 4.1)", "Factor number selection (SWW2025 §3.3)", "Analytical bias correction (SWW2025 Theorem 4.2)", "Strictly exogenous regressors (exog = \"strict\")", "Weakly exogenous regressors (exog = \"weak\")", "Balanced vs unbalanced on the same data", "Input validation and common errors", "Quick reference: argument tables", "ife() — balanced panel", "ife_unbalanced() — unbalanced panel", "References" ], "created": "2026-03-11 11:25:27", "modified": "2026-05-02 00:37:06", "commits": 5 } ], "_score": 4.8750612633917, "_indexed": true, "_nocasepkg": "xtife", "_universes": [ "rickchen0910" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.4", "date": "2026-06-08T06:55:25.000Z", "distro": "noble", "commit": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "fileid": "55627f4f887a5acab0e63a9a8de0323777a734a0e8ed8a8862f4165673104fe1", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rickchen0910/actions/runs/27120866673" }, { "r": "4.6.0", "os": "linux", "version": "0.1.4", "date": "2026-06-08T06:55:27.000Z", "distro": "noble", "commit": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "fileid": "245e47db1b600fd9c20594b7b8d2d297e0df184642d0114f1f99a2ada5e663d4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rickchen0910/actions/runs/27120866673" }, { "r": "4.5.3", "os": "mac", "version": "0.1.4", "date": "2026-06-08T06:56:29.000Z", "commit": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "fileid": "7a2ceb706ea3227d89e71e9192309801c3bdefc799e4a798fa82773ad1f30b46", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rickchen0910/actions/runs/27120866673" }, { "r": "4.6.0", "os": "mac", "version": "0.1.4", "date": "2026-06-09T05:51:21.000Z", "commit": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "fileid": "1c52fa57cd1491947f0e68f0c8e5749cfa2b2133454b08ea133882e57b3e5485", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rickchen0910/actions/runs/27120866673" }, { "r": "4.6.0", "os": "wasm", "version": "0.1.4", "date": "2026-06-08T06:55:18.000Z", "commit": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "fileid": "4e434ddd1557be21d6ed65ad05662cb95257eeeba0078db0e80d2debed84fe18", "status": "success", "buildurl": "https://github.com/r-universe/rickchen0910/actions/runs/27120866673" }, { "r": "4.7.0", "os": "win", "version": "0.1.4", "date": "2026-06-08T06:54:44.000Z", "commit": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "fileid": "4039d0d6ed7ec0764af54a4885d0af1c75b7712307481c6979299a0b95d3a233", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rickchen0910/actions/runs/27120866673" }, { "r": "4.5.3", "os": "win", "version": "0.1.4", "date": "2026-06-08T06:55:01.000Z", "commit": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "fileid": "a948b9d33a1a9add7058c597f77c6df2589e95530781490126f2af70f16980a2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rickchen0910/actions/runs/27120866673" }, { "r": "4.6.0", "os": "win", "version": "0.1.4", "date": "2026-06-08T06:55:15.000Z", "commit": "e94c0fd2ad47ba7f9b52c1018f7ebb99fda8f687", "fileid": "17241c6f6946c9081fff48d23d62838e9030c60967da17ecf2b355518bcba0b9", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/rickchen0910/actions/runs/27120866673" } ] }