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SAS/ETS(R) 9.2 User's Guide

Product	Release
SAS/ETS	9.2

The between groups estimator is the regression of the cross section means of $\text{[math]}$ on the cross section means of $\text{[math]}$ . In other words, you fit the following regression:

$\text{[math]}$

The between time periods estimator is the regression of the time means of $\text{[math]}$ on the time means of $\text{[math]}$ . In other words, you fit the following regression:

$\text{[math]}$

In either case, the error is assumed to be normally distributed with mean zero and a constant variance.

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