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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.3 |
rolling linux/jammy R-4.5 | xtife_0.1.3.tar.gz |
113.5 KiB |
0.1.3 |
rolling linux/noble R-4.5 | xtife_0.1.3.tar.gz |
113.4 KiB |
0.1.3 |
rolling source/ R- | xtife_0.1.3.tar.gz |
65.1 KiB |
0.1.3 |
latest linux/jammy R-4.5 | xtife_0.1.3.tar.gz |
113.5 KiB |
0.1.3 |
latest linux/noble R-4.5 | xtife_0.1.3.tar.gz |
113.4 KiB |
0.1.3 |
latest source/ R- | xtife_0.1.3.tar.gz |
65.1 KiB |
0.1.3 |
2026-04-26 source/ R- | xtife_0.1.3.tar.gz |
65.1 KiB |
0.1.3 |
2026-04-23 source/ R- | xtife_0.1.3.tar.gz |
65.1 KiB |