software.page.titleprefix KDENS: Stata module for univariate kernel density estimation
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Date
2005-10-12
Authors
Jann, Ben
Journal Title
Journal ISSN
Volume Title
Publisher
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.