BIDENSITY: Stata module to produce and graph bivariate density estimates

John Luke Gallup () and Christopher Baum
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John Luke Gallup: Portland State University

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 12.1 and moremata from SSC (q.v.)
Keywords: density estimation; bivariate density; contourline plots (search for similar items in EconPapers)
Date: 2012-12-27, Revised 2013-01-19
Note: This module should be installed from within Stata by typing "ssc install bidensity". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/b/bidensity.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bidensity.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457576

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