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st: Kernel CDF estimate?


From   Rob Williams <rwilliam@eco.utexas.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Kernel CDF estimate?
Date   Wed, 17 Mar 2004 17:12:21 -0800

I'm trying to obtain kernel density estimates for both the density (pdf) and cumulative density (cdf) of a variable. The kdensity command makes it very easy to get an estimate for the pdf, but doesn't seem to provide a way to get an estimate of the corresponding cdf. Is there a command that would provide both? Or is there some other simple way to get a cdf estimate (i.e., something simpler than numerically integrating the pdf or writing my own kernel estimator).

Thanks in advance for any help you can provide.

-Rob Williams

Professor Roberton C. Williams III
Department of Economics
University of Texas at Austin

on leave, 2003-04 school year at:
Stanford Institute for Economic Policy Research
Landau Economics Building
579 Serra Mall at Galvez Street
Stanford, CA 94305-6015
phone: 650-723-2874
fax: 650-723-8611

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