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KDENS: Stata module for univariate kernel density estimation

Author

Listed:
  • Ben Jann

    (University of Bern)

Programming Language

Stata

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.

Suggested Citation

  • Ben Jann, 2005. "KDENS: Stata module for univariate kernel density estimation," Statistical Software Components S456410, Boston College Department of Economics, revised 26 May 2008.
    • Handle: RePEc:boc:bocode:s456410
    Note: This module should be installed from within Stata by typing "ssc install kdens". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    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
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    File URL: http://fmwww.bc.edu/repec/bocode/k/kdens.pdf
    File Function: documentation
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    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
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    Citations

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    Cited by:

    1. Mariano Bosch & Marco Manacorda, 2010. "Minimum Wages and Earnings Inequality in Urban Mexico," American Economic Journal: Applied Economics, American Economic Association, vol. 2(4), pages 128-149, October.
    2. Dhongde, Shatakshee & Minoiu, Camelia, 2013. "Global Poverty Estimates: A Sensitivity Analysis," World Development, Elsevier, vol. 44(C), pages 1-13.
    3. Jože P. Damijan & Črt Kostevc & Sašo Polanec, 2011. "Export Strategies of New Exporters: Why is Export Expansion Along the Extensive Margins so Sluggish?," LICOS Discussion Papers 27711, LICOS - Centre for Institutions and Economic Performance, KU Leuven.

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