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A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models

Martin Mugnier

arXiv 16 Mar 2022 · Econometrics · publishedJournal of Econometrics (2025) · 7 citations (OpenAlex)

arXiv:2203.08879 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinatorial optimization by combining a preliminary consistent estimator of the slope coefficient, an agglomerative pairwise-differencing clustering of cross-sectional units, and a pooled ordinary least squares regression. Asymptotic guarantees are established in a framework where $T$ can grow at any power of $N$, as both $N$ and $T$ approach infinity. Unlike most existing approaches, the proposed estimator is computationally straightforward and does not require a known upper bound on the number of groups. As existing approaches, this method leads to a consistent estimation of well-separated groups and an estimator of common parameters asymptotically equivalent to the infeasible regression controlling for the true groups. An application revisits the statistical association between income and democracy.

Citation extraction

67
references
161
in-text mentions
67
distinct cited
2
self-citations
16,974
main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Chetverikov and Manresa (2022) Spectral and post-spectral estimators for grouped panel data models0.693181100%
2Bai (2009) Panel Data Models With Interactive Fixed Effects0.69391100%
3Bonhomme and Manresa (2015) Grouped Patterns of Heterogeneity in Panel Data0.65437184%
4Moon and Weidner (2019) Nuclear Norm Regularized Estimation of Panel Regression Models0.65212183%
5Bonhomme, Lamadon, and Manresa (2022) Discretizing Unobserved Heterogeneity0.64441100%
6Zeleneev (2020) Identification and Estimation of Network Models with Nonparametric Unobserved Heterogeneity0.64441100%
7Acemoglu, Johnson, Robinson, and Yared (2008) Income and Democracy0.58531100%
8Beyhum and Gautier (2023) Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors0.58531100%
9Chernozhukov, Hansen, Liao, and Zhu (2019) Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes0.5113167%
10Auerbach (2022) Identification and Estimation of a Partially Linear Regression Model Using Network Data0.51121100%

Showing the top 10 of 67 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Inference after discretizing time-varying unobserved heterogeneity0.81142
2K-Means Panel Data Clustering in the Presence of Small Groups0.81142
3Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics0.69351
4Online appendix to “Latent group structure in linear panel data models with endogenous regressors”0.64422
5Confidence Set for Group Membership0.40511
6Nuclear Norm Regularized Estimation of Panel Regression Models0.40511
7Panel Stochastic Frontier Models with Latent Group Structures0.40511
8Grouped fixed effects regularization for binary choice models0.40511
9Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects0.40511
10Flexible Imputation of Incomplete Network Data0.40511