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
