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CLASSIFYLASSO: Stata module to identify latent group structures via Classifier-Lasso

Author

Listed:
  • Wenxin Huang

    (Antai College of Economics and Management, Shanghai Jiao Tong University)

  • Yiru Wang

    (Department of Economics, University of Pittsburgh)

  • Lingyun Zhou

    (PBC School of Finance, Tsinghua University)

Programming Language

Stata

Abstract

classifylasso facilitates practitioners to identifiy latent group structures via Classifier-Lasso. It simultaneously identifies and estimates unobserved parameter heterogeneity in panel data models using penalized techniques. classifylasso displays the group selection information and an estimation table. Estimation results are stored in e() form. Postestimation commands are allowed to generate new variables or to visualize more results.

Suggested Citation

  • Wenxin Huang & Yiru Wang & Lingyun Zhou, 2023. "CLASSIFYLASSO: Stata module to identify latent group structures via Classifier-Lasso," Statistical Software Components S459255, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459255
    Note: This module should be installed from within Stata by typing "ssc install classifylasso". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/c/classifylasso.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classifylasso.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classifylasso.mata
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classifylasso_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classifylasso_p.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classocoef.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classocoef.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classogroup.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classogroup.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classoselect.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/classoselect.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/d/demo.do
    File Function: sample do-file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/saving.dta
    File Function: supplementary data file
    Download Restriction: no
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