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xtdml

Double Machine Learning for Static Panel Models with Fixed Effects

v0.1.12 · Mar 13, 2026 · GPL-2 | GPL-3

Description

The 'xtdml' package implements partially linear panel regression (PLPR) models with high-dimensional confounding variables and an exogenous treatment variable within the double machine learning framework. The package is used to estimate the structural parameter (treatment effect) in static panel data models with fixed effects using the approaches established in Clarke and Polselli (2025) <doi:10.1093/ectj/utaf011>. 'xtdml' is built on the object-oriented package 'DoubleML' (Bach et al., 2024) <doi:10.18637/jss.v108.i03> using the 'mlr3' ecosystem.

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CRAN Check Status

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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 7, 2026
ERROR r-devel-linux-x86_64-debian-gcc

R code for possible problems

Incorrect (un)loading of package shared object.
Fatal error: cannot create 'R_TempDir'
The system-specific extension for shared objects must not be added.
See ?library.dynam.
 [8s/10s] OK
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies R6 data.table mlr3 mlr3tuning mlr3learners mlr3misc (>= 0.19.0) mvtnorm clusterGeneration readstata13 magrittr dplyr MLmetrics checkmate rlang xtdml

Version History

8 tracked
updated 0.1.12 ← 0.1.11 diff Mar 13, 2026
new 0.1.11 Mar 10, 2026
updated 0.1.11 ← 0.1.10 diff Dec 11, 2025
updated 0.1.10 ← 0.1.9 diff Dec 9, 2025
updated 0.1.9 ← 0.1.8 diff Nov 12, 2025
updated 0.1.8 ← 0.1.6 diff Nov 5, 2025
updated 0.1.6 ← 0.1.5 diff Oct 7, 2025
new 0.1.5 Sep 7, 2025