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Adaptive kernel density estimation

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Author Info
Philippe Van Kerm () (CEPS/INSTEAD, Differdange, G.-D. Luxembourg)

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Abstract

The talk illustrates a user-written command that extends the official kdensity to estimate density functions by the kernel method. The extensions are of two types. Firstly, the new command allows the use of an 'adaptive kernel' approach with varying, rather than fixed, bandwidths. Secondly, estimates of pointwise variability bands around the estimated density functions are computed.

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Publisher Info
Paper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2003 with number 15.

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Date of creation: 16 Mar 2003
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Handle: RePEc:boc:usug03:15

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  1. Isaias H. Salgado-Ugarte & Marco A. Perez-Hernandez, 2003. "Exploring the use of variable bandwidth kernel density estimators," Stata Journal, StataCorp LP, vol. 3(2), pages 133-147, June. [Downloadable!]
  2. Isaias Hazarmabeth Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi, 1994. "Exploring the shape of univariate data using kernel density estimators," Stata Technical Bulletin, StataCorp LP, vol. 3(16). [Downloadable!]
  3. Isaias Hazarmabeth Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi, 1996. "Practical rules for bandwidth selection in univariate density estimation," Stata Technical Bulletin, StataCorp LP, vol. 5(27). [Downloadable!]
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  1. repec:ese:iserwp: is not listed on IDEAS
  2. Jenkins, Stephen P. & Van Kerm, Philippe, 2004. "Accounting for income distribution trends: A density function decomposition approach," IRISS Working Paper Series 2004-07, IRISS at CEPS/INSTEAD. [Downloadable!]
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  3. Deborah Cobb-Clark & Vincent A. Hildebrand, 2006. "The Wealth of Mexican Americans," CEPR Discussion Papers 519, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
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  4. Dean Hyslop & Steven Stillman, 2004. "Youth Minimum Wage Reform and the Labour Market," Treasury Working Paper Series 04/03, New Zealand Treasury. [Downloadable!]
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  5. Ramani Gunatilaka & Duangkamon Chotikapanich & Brett Inder, 2006. "Impact of Structural Change in Education, Industry and Infrastructure on Income Distribution in Sri Lanka," Monash Econometrics and Business Statistics Working Papers 21/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  6. Nicholas J. Cox, 2004. "Speaking Stata: Graphing distributions," Stata Journal, StataCorp LP, vol. 4(1), pages 66-88, March. [Downloadable!]
  7. Falko Juessen, 2005. "A distribution dynamics approach to regional income convergence in reunified Germany," ERSA conference papers ersa05p411, European Regional Science Association. [Downloadable!]
  8. Anos-Casero, Paloma & Udomsaph, Charles, 2009. "What drives firm productivity growth ?," Policy Research Working Paper Series 4841, The World Bank. [Downloadable!]
  9. Juessen Falko, 2005. "A distribution dynamics approach to regional GDP convergence in reunified Germany," Urban/Regional 0506008, EconWPA. [Downloadable!]
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