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The Stata Journal
Volume 24 Number 1: pp. 46-71

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Identify latent group structures in panel data: The classifylasso command

Wenxin Huang
Shanghai Jiao Tong University
Shanghai, China
[email protected]
 Yiru Wang
University of Pittsburgh
Pittsburgh, PA
[email protected]
Lingyun Zhou
Tsinghua University
Beijing, China
[email protected]
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View all articles by these authors: Wenxin Huang, Yiru Wang, Lingyun Zhou

View all articles with these keywords: classifylasso, classifylasso postestimation, classoselect, classocoef, classogroup, unobserved parameter heterogeneity, latent group structures, classifier-lasso, penalized least squares, classification

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