PAGFL
Joint Estimation of Latent Groups and Group-Specific Coefficients in (Time-Varying) Panel Data Models
Description
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>.
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CRAN Check Status
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
installed package size
installed size is 7.1Mb
sub-directories of 1Mb or more:
libs 6.4Mb
installed package size
installed size is 7.6Mb
sub-directories of 1Mb or more:
libs 6.9Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/PAGFL.Rcheck/00install.out' for details.
installed package size
installed size is 7.1Mb
sub-directories of 1Mb or more:
libs 6.4Mb
installed package size
installed size is 7.6Mb
sub-directories of 1Mb or more:
libs 6.9Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 7.1Mb
sub-directories of 1Mb or more:
libs 6.4Mb
installed package size
installed size is 7.6Mb
sub-directories of 1Mb or more:
libs 6.9Mb