Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity

DOI10.1080/07350015.2022.2097913WikidataQ114100311 ScholiaQ114100311MaRDI QIDQ6190707

Tomohiro Ando, Jushan Bai

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Large-scale_generalized_linear_models_for_longitudinal_data_with_grouped_patterns_of_unobserved_heterogeneity_/20238940

zbMATH Keywords

longitudinal dataclusteringfactor analysisunobserved heterogeneitygeneralized linear modelsinteractive fixed effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• Nearly unbiased variable selection under minimax concave penalty
• A simple new test for slope homogeneity in panel data models with interactive effects
• Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
• The Adaptive Lasso and Its Oracle Properties
• Testing slope homogeneity in large panels
• The econometrics of panel data. Handbook of theory and applications.
• Distance-based clustering of sparsely observed stochastic processes, with applications to online auctions
• Estimation of random coefficients logit demand models with interactive fixed effects
• Nonconcave penalized likelihood with a diverging number of parameters.
• Identifying latent group structures in nonlinear panels
• Nonlinear factor models for network and panel data
• Quantile-regression-based clustering for panel data
• CHIME: clustering of high-dimensional Gaussian mixtures with EM algorithm and its optimality
• Principal components estimation and identification of static factors
• Theory and methods of panel data models with interactive effects
• Testing slope homogeneity in large panels with serial correlation
• Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
• Componentwise classification and clustering of functional data
• Maximizing the Efficiency of the U.S. Liver Allocation System Through Region Design
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Dynamic panel estimation and homogeneity testing under cross section dependence
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Clustering for Sparsely Sampled Functional Data
• Identifying Latent Structures in Panel Data
• Grouped Patterns of Heterogeneity in Panel Data
• Functional Clustering and Identifying Substructures of Longitudinal Data
• Multiple fixed effects in binary response panel data models
• Panel Data Models With Interactive Fixed Effects
• Regularization and Variable Selection Via the Elastic Net
• Classification of Non-Parametric Regression Functions in Longitudinal Data Models
• Model Selection and Estimation in Regression with Grouped Variables
• Efficient Inference in a Random Coefficient Regression Model
• A Quantitative Study of Gene Regulation Involved in the Immune Response of Anopheline Mosquitoes
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)

This page was built for publication: Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity