KDENS: Stata module for univariate kernel density estimation

Ben Jann ()

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9.1 and moremata package
Keywords: adaptive kernel density; binned kernel estimator; Sheather-Jones plug-in; boundary correction; reflection (search for similar items in EconPapers)
Date: 2005-10-12, Revised 2008-05-26
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.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/k/kdens.zip zip archive (application/x-zip)
http://fmwww.bc.edu/repec/bocode/_/_kdens.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_kdens.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kdens.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kdens.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kdens.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kdens.pdf documentation (application/pdf)
http://fmwww.bc.edu/repec/bocode/l/lkdens.mlib program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mf_kdens.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/twoway_kdens_parse.class program code (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456410

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