st: Variance decomposition

["Michael Crain" <michaelcrain@hotmail.com>]

I am trying to determine whether any Stata programs are available for 
variance decomposition.

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.

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