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.
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP06/15
- Classification
-
Wirtschaft
- Subject
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Classification of regression curves
k-means clustering
kernel estimation
nonparametric regression
panel data
- Event
-
Geistige Schöpfung
- (who)
-
Vogt, Michael
Linton, Oliver
- Event
-
Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
-
2015
- DOI
-
doi:10.1920/wp.cem.2015.0615
- Handle
- Last update
-
20.09.2024, 8:23 AM CEST
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Vogt, Michael
- Linton, Oliver
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2015
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