{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,23]],"date-time":"2026-08-23T16:46:53Z","timestamp":1787503613233,"version":"build-2736575974"},"reference-count":14,"publisher":"Wiley","issue":"7","license":[{"start":{"date-parts":[[2023,7,9]],"date-time":"2023-07-09T00:00:00Z","timestamp":1688860800000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by-nc\/4.0\/"}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2023,11]]},"abstract":"<jats:title>Summary<\/jats:title>\n                  <jats:p>We propose a new, computationally efficient way to approximate the \u201cgrouped fixed effects\u201d (GFE) estimator of Bonhomme and Manresa (2015), which estimates grouped patterns of unobserved heterogeneity. To do so, we generalize the fuzzy C\u2010means objective to regression settings. As the clustering exponent \n approaches 1, the fuzzy clustering objective converges to the GFE objective, which we recast as a standard generalized method of moments problem. We replicate the empirical results of Bonhomme and Manresa (2015) and show that our estimator delivers almost identical estimates. In simulations, we show that our approach offers improvements in terms of bias, classification accuracy, and computational speed.<\/jats:p>","DOI":"10.1002\/jae.2997","type":"journal-article","created":{"date-parts":[[2023,7,10]],"date-time":"2023-07-10T01:54:58Z","timestamp":1688954098000},"page":"1077-1084","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":6,"title":["Approximating grouped fixed effects estimation via fuzzy clustering regression"],"prefix":"10.1002","volume":"38","author":[{"given":"Daniel J.","family":"Lewis","sequence":"first","affiliation":[{"name":"Department of Economics University College London  London UK"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Davide","family":"Melcangi","sequence":"additional","affiliation":[{"name":"Federal Reserve Bank of New York  New York New York United States"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Laura","family":"Pilossoph","sequence":"additional","affiliation":[{"name":"Duke University  Durham North Carolina USA"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Aidan","family":"Toner\u2010Rodgers","sequence":"additional","affiliation":[{"name":"Federal Reserve Bank of New York  New York New York United States"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2023,7,9]]},"reference":[{"key":"e_1_2_6_2_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.98.3.808"},{"key":"e_1_2_6_3_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10994-009-5103-0"},{"key":"e_1_2_6_4_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-0450-1"},{"key":"e_1_2_6_5_1","doi-asserted-by":"publisher","DOI":"10.3982\/ECTA11319"},{"key":"e_1_2_6_6_1","unstructured":"Chetverikov D. &Manresa E.(2022).Spectral and post\u2010spectral estimators for grouped panel data models."},{"key":"e_1_2_6_7_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.2734"},{"key":"e_1_2_6_8_1","unstructured":"Lewis D. J. Melcangi D. &Pilossoph L.(2022).Latent heterogeneity in the marginal propensity to consume. (902).New York NY."},{"key":"e_1_2_6_9_1","unstructured":"Mugnier M.(2022).A simple and computationally trivial estimator for grouped fixed effects models."},{"key":"e_1_2_6_10_1","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345339"},{"key":"e_1_2_6_11_1","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176993713"},{"key":"e_1_2_6_12_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2018.06.014"},{"key":"e_1_2_6_13_1","doi-asserted-by":"publisher","DOI":"10.3982\/ECTA12560"},{"key":"e_1_2_6_14_1","doi-asserted-by":"publisher","DOI":"10.1080\/03081079408935224"},{"key":"e_1_2_6_15_1","doi-asserted-by":"publisher","DOI":"10.1080\/01969729208927483"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.2997","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,12,25]],"date-time":"2023-12-25T20:36:29Z","timestamp":1703536589000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.2997"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,7,9]]},"references-count":14,"journal-issue":{"issue":"7","published-print":{"date-parts":[[2023,11]]}},"alternative-id":["10.1002\/jae.2997"],"URL":"https:\/\/doi.org\/10.1002\/jae.2997","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2023,7,9]]},"assertion":[{"value":"2022-09-16","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2023-05-02","order":1,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2023-07-09","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}