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KDENS: Stata module for univariate kernel density estimation

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Author Info

  • Ben Jann

    ()
    (University of Bern)

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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.

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File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.zip
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File URL: http://fmwww.bc.edu/repec/bocode/_/_kdens.ado
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File URL: http://fmwww.bc.edu/repec/bocode/_/_kdens.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.ado
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File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.mata
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File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.pdf
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File URL: http://fmwww.bc.edu/repec/bocode/l/lkdens.mlib
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File URL: http://fmwww.bc.edu/repec/bocode/m/mf_kdens.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/t/twoway_kdens_parse.class
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Bibliographic Info

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

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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

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

Related research

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

Lists

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  1. Kernel density estimation in Wikipedia English ne '')

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