Homogeneity Pursuit in Single Index Models based Panel Data Analysis

@article{Lian2019HomogeneityPI,
  title={Homogeneity Pursuit in Single Index Models based Panel Data Analysis},
  author={H. Lian and Xinghao Qiao and Wenyang Zhang},
  journal={Journal of Business \& Economic Statistics},
  year={2019},
  volume={39},
  pages={386 - 401}
}
Abstract Panel data analysis is an important topic in statistics and econometrics. Traditionally, in panel data analysis, all individuals are assumed to share the same unknown parameters, e.g. the same coefficients of covariates when the linear models are used, and the differences between the individuals are accounted for by cluster effects. This kind of modelling only makes sense if our main interest is on the global trend, this is because it would not be able to tell us anything about the… 
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9 Citations
Highly Influential Citations
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Background Citations
3
Methods Citations
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9 Citations

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Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory
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The proposed SMIM takes many commonly used semiparametric models as its special cases, such as stochastic frontier models, single-index model, additive-index models etc, and estimates all of functions and parameters based on full likelihood-type function.
Supervised Homogeneity Fusion: a Combinatorial Approach
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This work proposes and investigates a new combinatorial grouping approach called L0-Fusion that is amenable to mixed integer optimization (MIO) and identifies a fundamental quantity called grouping sensitivity that underpins the difficulty of recovering the true groups.
A pairwise strategic network formation model with group heterogeneity: With an application to international travel
Abstract This study considers a network formation model in which each dyad of agents strategically determines the link status. Our model allows the agents to have unobserved group heterogeneity in…
Multi-threshold Structural Equation Model

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