xtdml: Double Machine Learning for Static Panel Models with Fixed Effects

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' follows the object-oriented architecture of 'DoubleML' (Bach et al., 2024) <doi:10.18637/jss.v108.i03> and uses the 'mlr3' ecosystem.

Getting started

Package details

AuthorAnnalivia Polselli [aut, cre] (ORCID: <https://orcid.org/0009-0002-7579-7926>)
MaintainerAnnalivia Polselli <apolselli.econ@gmail.com>
LicenseGPL-2 | GPL-3
Version0.1.13
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("xtdml")

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xtdml documentation built on Sept. 2, 2026, 1:07 a.m.