Arbeitspapier
Classification of nonparametric regression functions in heterogeneous panels
We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is natural to impose a group structure on the regression curves. Specifically, we may suppose that the observed individuals can be grouped into a number of classes whose members all share the same regression function. We develop a statistical procedure to estimate the unknown group structure from the observed data. Moreover, we derive the asymptotic properties of the procedure and investigate its finite sample performance by means of a simulation study and a real-data example.
- Sprache
-
Englisch
- Erschienen in
-
Series: cemmap working paper ; No. CWP06/15
- Klassifikation
-
Wirtschaft
- Thema
-
Classification of regression curves
k-means clustering
kernel estimation
nonparametric regression
panel data
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Vogt, Michael
Linton, Oliver
- Ereignis
-
Veröffentlichung
- (wer)
-
Centre for Microdata Methods and Practice (cemmap)
- (wo)
-
London
- (wann)
-
2015
- DOI
-
doi:10.1920/wp.cem.2015.0615
- Handle
- Letzte Aktualisierung
-
20.09.2024, 08:23 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Vogt, Michael
- Linton, Oliver
- Centre for Microdata Methods and Practice (cemmap)
Entstanden
- 2015
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