Incorporating Prior Information in Latent Structures Identification for Panel Data Models

Incorporating Prior Information in Latent Structures Identification for Panel Data Models

In this paper, we explore the latent structures for panel data models in presence of available prior information. The latent structure in panel models allows individuals to be classified into several distinct groups, where the individuals within the same group share the same slope parameters, while...

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Bibliographic Details
Main Authors: Yi Li, Xingxing Luo, Mengqi Liao
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Mathematics
Subjects:
latent structures
panel data
prior information
ADMM algorithm
Online Access:https://www.mdpi.com/2227-7390/13/9/1505
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https://www.mdpi.com/2227-7390/13/9/1505

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