Programming the statistical procedures from SAS

Panel Data Variance Decomposition

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Regular Contributor
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Panel Data Variance Decomposition

I hope to use statistical procedure to partition a variable of a panel dataset into cross-sectional variation and time-series variation.  Suppose my data looks like:

Y              X             ID            DATE

I hope to know how Y varies cross-sectionally according to ID holding DATE fixed.  I also hope to know how Y varies according to DATE time-series, holding ID fixed.  My description may not conform to statistical lingo, could you offer me some advice on how to do so?  Thank you –

Respected Advisor
Posts: 2,655

Re: Panel Data Variance Decomposition

Strongly recommend you cross past this to the Econometrics and Forcasting forum. and @eta_kps will almost certainly be able to give some guidance in this area.

Steve Denham

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