Advanced Search
MyIDEAS: Login

KDENS: Stata module for univariate kernel density estimation

Contents:

Author Info

  • Ben Jann

    () (University of Bern)

Registered author(s):

Abstract

kdens produces univariate kernel density estimates and graphs the result. kdens supplements official Stata's kdensity. Important additions are: adaptive (i.e. variable bandwidth) kernel density estimation, several automatic bandwidth selectors including the Sheather-Jones plug-in estimator, pointwise variability bands and confidence intervals, boundary correction for variables with bounded domain, fast binned approximation estimation. Note that the moremata package, also available from SSC, is required.

Download Info

If 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.
File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.zip
File Function: zip archive
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/_/_kdens.ado
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/_/_kdens.hlp
File Function: help file
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.ado
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.hlp
File Function: help file
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.mata
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.pdf
File Function: documentation
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/l/lkdens.mlib
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/m/mf_kdens.hlp
File Function: help file
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/t/twoway_kdens_parse.class
File Function: program code
Download Restriction: no

Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456410.

as in new window
Size:
Programming language: Stata
Requires: Stata version 9.1 and moremata package
Date of creation: 12 Oct 2005
Date of revision: 26 May 2008
Handle: RePEc:boc:bocode:s456410

Note: This module should be installed from within Stata by typing "ssc install kdens". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: adaptive kernel density; binned kernel estimator; Sheather-Jones plug-in; boundary correction; reflection;

Lists

This item is featured on the following reading lists or Wikipedia pages:
  1. Kernel density estimation in Wikipedia (English)

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s456410

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.