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PMEAN: Stata module to compute panel-data means and exact within-between decomposition for two- and three-dimensional panel data

Author

Listed:
  • Ahmad Nawaz

    (Department of Economics, University of Sahiwal)

  • Jianghuai Zheng

    (Department of Industrial Economics, Nanjing University)

Programming Language

Abstract

pmean computes panel-data means and the exact within-between decomposition for two-dimensional (id x time) and three-dimensional (id x time x dim3) panel data. For each input variable, the command generates marginal means (overall, by id, by time, and optionally by a third dimension), the implied within and between components, and two- and three-way fixed-effect residuals. With dim3() and full, the command additionally generates the full ANOVA-style pairwise interaction components and the three-way residual. The additive identities (2D, 3D main effects, and full 3-way ANOVA) hold exactly at every observation in any panel, balanced or unbalanced. The third dimension can represent a sector, region, product group, industry, cohort, or any other grouping observed alongside the panel id and time. The estimation sample is defined by if, in, and observations with nonmissing values of id(), time(), and, when supplied, dim3(). Missing values of the analysis variables are handled variable by variable unless the listwise option is specified.

Suggested Citation

  • Ahmad Nawaz & Jianghuai Zheng, 2026. "PMEAN: Stata module to compute panel-data means and exact within-between decomposition for two- and three-dimensional panel data," Statistical Software Components S459715, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459715
    Note: This module should be installed from within Stata by typing "ssc install pmean". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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    File URL: http://fmwww.bc.edu/repec/bocode/p/pmean.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/p/pmean.sthlp
    File Function: help file
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