Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Variance decomposition


From   "Michael Crain" <michaelcrain@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Variance decomposition
Date   Sun, 11 Mar 2007 07:44:48 -0500

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.

_________________________________________________________________
Get a FREE Web site, company branded e-mail and more from Microsoft Office Live! http://clk.atdmt.com/MRT/go/mcrssaub0050001411mrt/direct/01/

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index