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