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Re: st: variance decomposition- between and within


From   Jeph Herrin <[email protected]>
To   [email protected]
Subject   Re: st: variance decomposition- between and within
Date   Mon, 24 Aug 2009 12:05:14 -0400

If it is a continue variable, you can use -xtreg-;

 xtreg y , i(groupvar)

will report the within group and between group variances.

hth,
Jeph

Eda Bozkurt wrote:
Hi,
I would like to do a variance decomposition. Particularly I want to express total variation as a sum of between-group and within-group variation. I was wondering if there are any stata modules to do that.
Thanks,
Eda
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