Identifying latent group structures in nonlinear panels

• Main Authors: WANG, Wuyi, SU, Liangjun
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2021
• Subjects: Binary segmentation algorithm; clustering; community detection; network; oracle estimator; panel structure model; parameter heterogeneity; singular value decomposition; Econometrics
• Online Access: https://ink.library.smu.edu.sg/soe_research/2376; https://ink.library.smu.edu.sg/context/soe_research/article/3375/viewcontent/IdentifyingLatentGroupStructuresNLP_2021_av.pdf
• Institution: Singapore Management University

We propose a procedure to identify latent group structures in nonlinear panel data models where some regression coefficients are heterogeneous across groups but homogeneous within a group and the group number and membership are unknown. To identify the group structures, we consider the order statist...