PAGFL

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.

Last 30 days

This package has been downloaded 228 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 3,949 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Feb 20, 2025 with 66 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.