Density Estimation For Clustered Data
AbstractThe commonly used survey technique of clustering introduces dependence into sample data. Such data is frequently used in economic analysis, though the dependence induced by the sample structure of the data is often ignored. In this paper, the effect of clustering on the non-parametric, kernel estimate of the density, f(x), is examined. The window width commonly used for density estimation for the case of i.i.d. data is shown to no longer be optimal. A new optimal bandwidth using a higher-order kernel is proposed and is shown to give a smaller integrated mean squared error than two window widths which are widely used for the case of i.i.d. data. Several illustrations from simulation are provided.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Econometric Reviews.
Volume (Year): 20 (2001)
Issue (Month): 3 ()
Contact details of provider:
Web page: http://www.tandfonline.com/LECR20
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hardle, W., 1992.
"Applied Nonparametric Methods,"
9206, Tilburg - Center for Economic Research.
- HÄRDLE, Wolfgang, 1992. "Applied nonparametric methods," CORE Discussion Papers 1992003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hardle, W., 1992. "Applied Nonparametric Methods," Discussion Paper 1992-6, Tilburg University, Center for Economic Research.
- Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University.
- Hardle, W., 1992. "Applied Nonparametric Methods," Papers 9204, Catholique de Louvain - Institut de statistique.
- Oliver LINTON, .
"Applied nonparametric methods,"
Statistic und Oekonometrie
9312, Humboldt Universitaet Berlin.
- Daniel J. Henderson & Christopher F. Parmeter & R. Robert Russell, 2008. "Modes, weighted modes, and calibrated modes: evidence of clustering using modality tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 607-638.
- Breunig, Robert, 2008.
"Nonparametric density estimation for stratified samples,"
Statistics & Probability Letters,
Elsevier, vol. 78(14), pages 2194-2200, October.
- Robert Breunig, 2001. "Nonparametric Density Estimation for Stratified Samples," ANU Working Papers in Economics and Econometrics 2005-459, Australian National University, College of Business and Economics, School of Economics, revised Nov 2005.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.