This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

KDENS: Stata module for univariate kernel density estimation

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Ben Jann () (ETH Zurich)

Additional information is available for the following 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
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. 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 Format: application/x-zip
File Function: zip archive
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/_/_kdens.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/_/_kdens.hlp
File Format: text/plain
File Function: help file
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.hlp
File Format: text/plain
File Function: help file
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.mata
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.pdf
File Format: application/pdf
File Function: documentation
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/l/lkdens.mlib
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/m/mf_kdens.hlp
File Format: text/plain
File Function: help file
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/t/twoway_kdens_parse.class
File Format: text/plain
File Function: program code
Download Restriction: no

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

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
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 may 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

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

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

Statistics
Access and download statistics

Did you know? IDEAS also computes impact factors for journals and working paper series.

This page was last updated on 2010-2-7.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.