Thanks Austin,
Not exactly what I was looking for, but I think it does the trick! Only
a small problem remains: I would like to report the bandwidth parameter
used, unfortunately kdens in contrast to kdensity does not seem to place
this parameter into r(width). I have looked through the .ado file, but
my Stata programming skill are not good enough (especially the new Mata
stuff is foreign to me). Is there an easy way to display the bandwith
used?
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Austin Nichols
> Sent: Saturday, February 25, 2006 10:29 PM
> To: [email protected]
> Subject: Re: st: Asymmetric kernel estimators
>
>
> 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/
>
*
* 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/
