variance partitioning

  1. J

    How to partition variance in SAS

    Hello everyone, I have been given a question in answering which, using SAS, I have to calculate the variance in the dependent variable that is accounted for by four independent variables "jointly", "separately, without the presence of the other independent variables" and "separately WITH the...
  2. P

    Does endogeneity affect the R-squared estimated in variance partitioning?

    Hi, I have a likely very simple question but I can’t get my head around the answer. I want to estimate which part of the variance in a firm's return on asset (ROA) can be attributed to year effects, industry effects, firm effects and finally CEO effects. I run an OLS regression to which I...