Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Getting standard errors and confidence intervals after kernel density estimation


From   Sowmya Varadharajan <sv49@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Getting standard errors and confidence intervals after kernel density estimation
Date   Tue, 09 Jul 2002 14:08:13 -0400

Hi,

I am trying to do a kernel density estimation of a y ( a 0-1 variable) on x1. This generates Graph1. I also did an estimation on y on x2 and generated graph2. I used kernreg2 for both these estimations.

Now, I would also like to bootstrap confidence intervals around the graph and subsequently test the two distributions from graph 1 and 2 (to see if they are statistically different in the relevant range) . Unfortunately, kernreg2 does not give the non-parametric standard errors. I tried bootstrapping nevertheless, and this is the output that I get.
Bootstrap statistics

Variable | Reps Observed Bias Std. Err. [95% Conf. Interval]
---------+-------------------------------------------------------------------
klnpce | 100 10.69125 .5342394 .9190264 8.867703 12.5148 (N)
| 9.449879 13.2954 (P)
| 9.095177 11.76517 (BC)
-----------------------------------------------------------------------------
N = normal, P = percentile, BC = bias-corrected


First I would like to draw confidence intervals for the entire function, and then bootstrap the confidence intervals and am not sure how to do it. I was wondering if anyone had faced this problem, and could help me out.

Thanks.

Sowmya
*
* 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/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index