Joint Estimation of Latent Groups and Group-Specific Coefficients in (Time-Varying) Panel Data Models
Overview
Latent group structures are a common challenge in panel data analysis. Disregarding group-level heterogeneity can introduce bias. Conversely, estimating individual coefficients for each cross-sectional unit is inefficient and may lead to high uncertainty. This package addresses the issue of unobservable group structures by implementing the pairwise adaptive group fused Lasso (PAGFL) by Mehrabani (2023) doi:10.1016/j.jeconom.2022.12.002. PAGFL identifies latent group structures and group-specific coefficients in a single step. On top of that, we extend the PAGFL to time-varying coefficient functions (FUSE-TIME), following Haimerl et al. (2025) doi:10.48550/arXiv.2503.23165.
- Added references to new arXiv submission
- Renamed
tv_pagfltofuse_time - Updated documentation
- Slight cosmetic changes to figures
- Added icon
- Observations with NAs of irrelevant variables are no longer removed
- Extended unit tests
- Added R >= 3.5.0 dependency
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
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- NOTE12 OK, 2 NOTE2026-04-22
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- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 6
- Examples that run
- 100%6 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 88%
- Return-value docs
- 100%
- Help pages citing references
- 83%
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Package metadata
- First published
- 2024-02-16
- Total releases
- 7 / 2 yrs
- License
- AGPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 849 KB
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