Identifying latent structures in panel data
This paper provides a novel mechanism for identifying and estimating latent group structures in panel data using penalized techniques. We consider both linear and nonlinear models where the regression coefficients are heterogeneous across groups but homogeneous within a group and the group membershi...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2016
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1911 https://ink.library.smu.edu.sg/context/soe_research/article/2910/viewcontent/IdentifyingLatentStructuresPanelData_2014Jul_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |