KDENS: Stata module for univariate kernel density estimation

Jann, Ben (12 October 2005). KDENS: Stata module for univariate kernel density estimation (Statistical Software Components S456410). Boston College Department of Economics

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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.

Item Type:

Working Paper

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Social Sciences > Institute of Sociology

UniBE Contributor:

Jann, Ben

Subjects:

300 Social sciences, sociology & anthropology

Series:

Statistical Software Components

Publisher:

Boston College Department of Economics

Language:

English

Submitter:

Ben Jann

Date Deposited:

30 Jun 2016 09:51

Last Modified:

30 Jun 2016 09:51

BORIS DOI:

10.7892/boris.69421

URI:

https://boris.unibe.ch/id/eprint/69421

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