This is from Marshall Burke and Apoorva Lal:

Using these data across all African countries, we calculate that 43% of the overall variation in asset wealth is within countries, and nearly a quarter is within states within countries. This number is even higher if we focus on just sub-Saharan Africa — 65%. Similar numbers have been found for other outcomes, including child health. These within-country differences are starkly apparent in the corresponding map, which shows how wealth estimates change when country-level averages are disaggregated down to the state and then district level.