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Re: st: Variance decomposition

From   Maarten buis <>
Subject   Re: st: Variance decomposition
Date   Sun, 11 Mar 2007 13:59:08 +0000 (GMT)

--- Michael Crain <> wrote:

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


> 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. 

Isn't that just an ANOVA?

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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