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  • What is the command for Variance Decomposition in Stata 12?

    I am using Stata 12. I need to do variance decomposition of my time series variables for 24 month / period. But I couldn't manage to get the command to do it. Plz help me in this regard.

    Regards
    Deepty Sarder

  • #2
    Please read and follow the FAQ on asking questions.

    There are many ways to do a variance decomposition in Stata. One could start with xtreg, or probably want to do it with mixed as well. If one wanted to do it manually, one could do it with regression. If you had googled variance decomposition stata, you will find several entries including
    https://www.stata.com/statalist/arch.../msg01137.html

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