If you want to allow a positive density at zero, I don't think
smoothing the log is the way to go... But -kdens- (-findit 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."
See also
Ming-Yen Cheng, Jianqing Fan and J. S. Marron
"On automatic boundary corrections"
Ann. Statist. 25, no. 4 (1997), 1691–1708
for optimality of the triangle kernel at boundaries.
On 2/25/06, Marcello Pagano <[email protected]> wrote:
> Have you tried smoothing the logs?
>
> m.p.
>
> Daniel Schneider wrote:
>
> >I am looking for a way to use asymmetric kernels in kernel density
> >estimations, for example a gamma kernel (Chen 2000). Unfortunately, I
> >have not been able to locate any implementation in Stata.
> >
> >Am I missing something or has anyone implemented an asymmetric kernel
> >estimator in Stata (my data is more or less from a gamma distributions,
> >non-negative by definition)?
> >
> >
> >Daniel
> >
> >*
> >* For searches and help try:
> >* http://www.stata.com/support/faqs/res/findit.html
> >* http://www.stata.com/support/statalist/faq
> >* http://www.ats.ucla.edu/stat/stata/
> >
> >
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
