CODENSITY: Stata module for kernel density estimation for one or more variables or groups

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: codensity is a convenience command for creating and plotting kernel estimates of univariate probability density for one or (especially) more variables or for one or (especially) more groups of a specified variable. It is variously a wrapper for twoway__kdensity_gen and graph twoway. In addition to its more obvious use for probability density estimates, for either different variables or different groups of a single variable, codensity is designed to accommodate tasks such as exploring the effects of different kernel choices or of different bandwidths with the same data. codensity is also unusual in supporting estimates of probability density on various transformed scales, back-transformed to be shown against the original scale.

Language: Stata
Requires: Stata version 8
Keywords: density estimation; distributions; graphics (search for similar items in EconPapers)
Date: 2025-04-29
Note: This module should be installed from within Stata by typing "ssc install multidensity". An earlier version of this routine was circulated as multidensity. 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/c/codensity.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/codensity.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/codensity_examples.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/palmer_penguins.dta sample data file (application/x-stata)

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