calculate_variance_decomposition

internal

Implements an iterative mean-variance panel regression estimator
that allows both the mean and variance of the dependent variable to be
functions of covariates. The method alternates between estimating a mean
equation (using generalized linear models with Gaussian family) and a
variance equation (using generalized linear models with Gamma family on
squared within-group residuals) until convergence. Based on the methodology
in Mooi-Reci and Liao (2025) <doi:10.1093/esr/jcae052>.

Tim Liao

xtvfreg

calculate_variance_decomposition: Calculate variance decomposition

Description

Usage

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