[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: Variance decomposition
I am trying to determine whether any Stata programs are available for
Specifically, I am trying to conduct a variance components analysis to
disaggregate the dispersion of rates of return on economic data. The
mathematics of this were described in Searle, S. R. 1971. Linear Models.
This methodology has been used in the industrial organization and management
strategy literature. The framework explains the overall variance in rates
of return by decomposing it into the sum of the variances of various factors
plus an error term. The mathematics behind all of this is rather complex so
I am wondering whether any Stata programs are available.
Get a FREE Web site, company branded e-mail and more from Microsoft Office
* For searches and help try: