yes I was also thinking that this paper actually describes what you need.
SJ-6-1 st0095 . . . . . . . . . . . Estimating variance components in Stata
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . Y. Marchenko
Q1/06 SJ 6(1):1--21 (no commands)
describes using xtmixed to estimate variance components
in linear models
but in fact from what you are asking it could also just be ANOVA.
sebastian
Michael Crain schrieb:
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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