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BIDENSITY: Stata module to produce and graph bivariate density estimates

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Author Info

  • John Luke Gallup

    ()
    (Portland State University)

  • Christopher F Baum

    ()
    (Boston College
    DIW Berlin)

Abstract

bidensity produces bivariate kernel density estimates and graphs the result using a twoway contourline plot, optionally overlaying a scatterplot. The default kernel is Epanechnikov; all of the kernels provided by -kdensity- are also available. Compared to Baum's -kdens2- (SSC), which was recently enhanced to produce contourline plots, -bidensity- computes the bivariate kernel densities much more efficiently through use of Mata, and provides a choice of kernel estimators. The estimated densities can be saved in a Stata dataset or accessed as Mata matrices.

Download Info

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File URL: http://fmwww.bc.edu/repec/bocode/b/bidensity.ado
File Function: program code
Download Restriction: no

File URL: http://fmwww.bc.edu/repec/bocode/b/bidensity.sthlp
File Function: help file
Download Restriction: no

Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457576.

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Programming language: Stata
Requires: Stata version 12.1 and moremata from SSC (q.v.)
Date of creation: 27 Dec 2012
Date of revision: 19 Jan 2013
Handle: RePEc:boc:bocode:s457576

Note: This module should be installed from within Stata by typing "ssc install bidensity". 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

Related research

Keywords: density estimation; bivariate density; contourline plots;

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