Thus, we verify that the random effects estimator is equivalent to the generative model (1). Specifically, if u(x) = 1 for all x X, we use ( X, P,ψ) for simplicity. Due to the separability of ψ, we have the following coreset definition. Definitions 2.2 and 2.3, the regression objectives of OLSE and GLSE can be decomposed into Thus, we can apply the above definition to define coresets for OLSE and GLSE. Now we are ready to describe the FL framework in the language of a query space. We first prove Theorem C.1 and propose the corresponding algorithm that constructs an Next, we prove Theorem C.2 and propose the corresponding algorithm that constructs an accurate Caratheodory's Theorem, there must exist at most To accelerate the running time, Jubran et al. [ By the Caratheodory's Theorem, there must exist at most In this section, we complete the proofs for GLSE.

Such data track features of a cross-section of entities (e.g.,

This paper introduces the problem of coresets for regression problems to panel data settings. We first define coresets for several variants of regression problems with panel data and then present efficient algorithms to construct coresets of size that depend polynomially on 1/$\varepsilon$ (where $\varepsilon$ is the error parameter) and the number of regression parameters - independent of the number of individuals in the panel data or the time units each individual is observed for. Our approach is based on the Feldman-Langberg framework in which a key step is to upper bound the "total sensitivity" that is roughly the sum of maximum influences of all individual-time pairs taken over all possible choices of regression parameters. Empirically, we assess our approach with synthetic and real-world datasets; the coreset sizes constructed using our approach are much smaller than the full dataset and coresets indeed accelerate the running time of computing the regression objective.