# Panel Data Quantile Regression with Grouped Fixed Effects

arXiv: https://arxiv.org/abs/1801.05041 · HTML: https://mlsanity.com/paper/1801.05041/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 Jan 2018.

## Built on by (most cited first, 1 of 1)

- [Clustered Linear Contextual Bandits with Knapsacks](https://mlsanity.com/paper/2308.10722/) (2023)

## Abstract (arXiv)

This paper introduces estimation methods for grouped latent heterogeneity in panel data quantile regression. We assume that the observed individuals come from a heterogeneous population with a finite number of types. The number of types and group membership is not assumed to be known in advance and is estimated by means of a convex optimization problem. We provide conditions under which group membership is estimated consistently and establish asymptotic normality of the resulting estimators. Simulations show that the method works well in finite samples when T is reasonably large. To illustrate the proposed methodology we study the effects of the adoption of Right-to-Carry concealed weapon laws on violent crime rates using panel data of 51 U.S. states from 1977 - 2010.