Publikation:

Classification of Nonparametric Regression Functions in Heterogeneous Panels

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2015

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Linton, Oliver B.

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https://doi.org/10.2139/ssrn.2567312
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Zusammenfassung

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.

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Fachgebiet (DDC)
510 Mathematik

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Panel data, nonparametric regression, classification of regression curves

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ISO 690VOGT, Michael, Oliver B. LINTON, 2015. Classification of Nonparametric Regression Functions in Heterogeneous Panels
BibTex
@unpublished{Vogt2015Class-31431,
  year={2015},
  doi={10.2139/ssrn.2567312},
  title={Classification of Nonparametric Regression Functions in Heterogeneous Panels},
  author={Vogt, Michael and Linton, Oliver B.}
}
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