Package: xtife Type: Package Title: Interactive Fixed Effects Estimator for Panel Data Version: 0.1.5 Date: 2026-07-22 Authors@R: person("Binzhi", "Chen", email = "Binzhi.Chen9@gmail.com", role = c("aut", "cre")) Description: Implements the interactive fixed effects ('IFE') panel estimator of Bai (2009) 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) . The number of factors is chosen by information criteria (Bai and Ng 2002 ) 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) and building on the matrix-completion and missing-data factor analysis of Bai and Ng (2021) . All 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 Depends: R (>= 3.5.0) Imports: stats Suggests: testthat (>= 3.0.0), knitr, rmarkdown VignetteBuilder: knitr URL: https://github.com/Rickchen0910/xtife BugReports: https://github.com/Rickchen0910/xtife/issues Repository: https://rickchen0910.r-universe.dev Date/Publication: 2026-07-22 23:19:58 UTC RemoteUrl: https://github.com/rickchen0910/xtife RemoteRef: HEAD RemoteSha: 3fb6a34e566c10611107ea4a06ba3f7bd7dce1f7 NeedsCompilation: no Packaged: 2026-07-22 23:43:08 UTC; root Author: Binzhi Chen [aut, cre] Maintainer: Binzhi Chen