GCC Estimation of the Multilevel Factor Model R package GCCfactor version 1.1.6 Provides methods for model selection, estimation, inference, and simulation for the multilevel factor model, based on the principal component estimation and generalised canonical correlation approach. Details can be found in "Generalised Canonical Correlation Estimation of the Multilevel Factor Model." Lin and Shin (2025) <doi:10.2139/ssrn.4295429>. Software Depends: R (>= 2.10) Imports: stats, stringr, sandwich, Matrix, reshape2 Suggests: plm Rui Lin <ruilin1081@gmail.com> Comprehensive R Archive Network (CRAN) Rui Lin [aut, cre], Yongcheol Shin [aut] GPL (>= 3) 2026-04-18 application/tgz https://CRAN.R-project.org/package=GCCfactor doi:10.32614/CRAN.package.GCCfactor