{ "_id": "6a6149901fed6d528131eaee", "Package": "xtife", "Type": "Package", "Title": "Interactive Fixed Effects Estimator for Panel Data", "Version": "0.1.4", "Date": "2026-07-22", "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) for balanced and\nunbalanced panels, with optional additive unit and/or time\nfixed effects. Provides analytical standard errors\n('homoskedastic', 'HC1' heteroskedasticity-robust,\ncluster-robust by unit, and heteroskedasticity- and\nautocorrelation- consistent), together with asymptotic\nincidental-parameter bias correction for large panels,\nincluding a dynamic extension for predetermined\n(lagged-dependent) regressors following Moon and Weidner (2017)\n. The number of factors is\nchosen by information criteria (Bai and Ng 2002\n) or by singular value\nthresholding. Unbalanced panels are handled by an\nexpectation-maximisation algorithm with\nnuclear-norm-regularised initialisation, with estimation,\nanalytical inference, and bias correction following Su, Wang\nand Wang (2025) and building on the\nmatrix-completion and missing-data factor analysis of Bai and\nNg (2021) . 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