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st: RE: kernel density of values less than 1


From   philippe van kerm <philippe.vankerm@ceps.lu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: kernel density of values less than 1
Date   Tue, 13 Jul 2010 08:39:50 +0200

If the support of your variable is [0,1], then it is not surprising that your density function goes >1. Remember that the density function has to integrate to 1.

Philippe

 -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Katja Hillmann
> Sent: Monday, July 12, 2010 6:51 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: kernel density of values less than 1
>
> Hello,
>
> I used the command kdensity in order to calculate the density of
> fractions (e.g. number of longterm unemployed on total unemployment).
> Thus I try to calculate the denisty of values less than 1. However, the
> values of the densities Stata provided are all greater than 1. Where is
> the problem? Does Stata have problems in calculating distributions of
> variables within an intervall of 0 and 1?
>
> Best,
> Katja
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