Interactive Fixed Effects Estimator for Panel Data R package xtife version 0.1.4 Implements the interactive fixed effects ('IFE') panel estimator of Bai (2009) <doi:10.3982/ECTA6135> 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) <doi:10.1017/S0266466615000328>. The number of factors is chosen by information criteria (Bai and Ng 2002 <doi:10.1111/1468-0262.00273>) 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) <doi:10.2139/ssrn.5177283> and building on the matrix-completion and missing-data factor analysis of Bai and Ng (2021) <doi:10.1080/01621459.2021.1967163>. All computations use base R only, with no external dependencies. Software Depends: R (>= 3.5.0) Imports: stats Suggests: testthat (>= 3.0.0), knitr, rmarkdown Binzhi Chen <Binzhi.Chen9@gmail.com> Comprehensive R Archive Network (CRAN) Binzhi Chen [aut, cre] GPL-2 GPL-3 2026-07-22 application/tgz https://CRAN.R-project.org/package=xtife doi:10.32614/CRAN.package.xtife en-US