Extracting clusters from aggregate panel data: A market segmentation study

Graça Trindade, José G. Dias and Jorge Ambrósio

Applied Mathematics and Computation, 2017, vol. 296, issue C, 277-288

Abstract: This paper introduces a new application of the Sequential Quadratic Programing (SQP) algorithm to the context of clustering aggregate panel data. The optimization applies the SQP method in parameter estimation. The method is illustrated on synthetic and empirical data sets. Distinct models are estimated and compared with varying numbers of clusters, explanatory variables, and data aggregation.

Keywords: Sequential quadratic programing; Cluster analysis; Panel data; Market segmentation (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:296:y:2017:i:c:p:277-288

DOI: 10.1016/j.amc.2016.10.012

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