KDENS: Stata module for univariate kernel density estimation
Abstractkdens 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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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S456410.
Programming language: Stata
Requires: Stata version 9.1 and moremata package
Date of creation: 12 Oct 2005
Date of revision: 26 May 2008
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
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
- Kernel density estimation in Wikipedia (English)
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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