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st: -tkdensity- available on SSC


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: -tkdensity- available on SSC
Date   Thu, 30 Aug 2012 16:22:59 +0100

Thanks as always to Kit Baum, a new package -tkdensity- is now
available on SSC.

-tkdensity- is for univariate kernel density estimation with
calculation on a transformed scale

That is, -tkdensity- estimates and graphs kernel density estimates for
the density function of a numeric variable, doing the calculations on
a specified transformed scale and back-transforming to show density
versus the original scale. It is a convenience wrapper for -kdensity-.
Transformations implemented are natural logarithm,
cube root, square root, reciprocal and logit.

This is a longstanding idea much repeated in density estimation
literature, but at the same time seemingly little known, if my chance
reading and conversations are anything to go by. There was a brief
discussion in

SJ-4-1  gr0003  . . . . . . . . . . . . Speaking Stata: Graphing distributions
        . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .  N. J. Cox
        Q1/04   SJ 4(1):66--88                                   (no commands)
        a review of official and user-written commands for
        graphing univariate distributions; includes tricks
        beyond what is obviously and readily available

-- which is accessible to all at
http://www.stata-journal.com/sjpdf.html?articlenum=gr0003 --

and I returned to the idea in my talk at the San Diego meeting last
month, materials for which are at

http://ideas.repec.org/p/boc/scon12/25.html
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