Before revision: This paper develops procedures for computing a confidence set for a latent group structure. We study panel data models with unobserved grouped heterogeneity where each unit 's regression curve is determined by the unit's latent group membership .
After revision: We develop new procedures to quantify the statistical uncertainty from sorting units in panel data into groups using data-driven clustering algorithms. In our setting, each unit belongs to one of a finite number of latent groups and its regression curve is determined by the unit's latent group membership .