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st: variance decomposition


From   "A. Mushfiq Mobarak" <Ahmed.Mobarak@Colorado.EDU>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: variance decomposition
Date   Wed, 5 May 2004 10:10:48 -0600

Dear All,

I sincerely apologize if you receive this email multiple times.  I've
tried to send this before, and it looks to me like it did not go
through.

Onto my question...

I have some panel data (countries, years).  I would like to decompose
the variation in a particular variable into two components: variation
across countries and variation within countries over time.  I am simply
looking to make a statement such as follows:

"80% of the variation in variable X is due to variation across
countries, and only 20% is due to the variation within countries over
time."

Is it possible for me to compute this in Stata?

I only receive the digest version of statalist, so I would appreciate it
if you could "reply all" when replying, which would copy it to my
personal email address.

Thank you,

Mushfiq


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