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The KDE Procedure

PROC KDE Statement

PROC KDE < options >;
The PROC KDE statement invokes the procedure. You can specify the following options in the PROC KDE statement.

BWM=numlist
specifies the bandwidth multipliers for the kernel density estimate. You should specify one number for univariate smoothing and two numbers separated by a comma for bivariate smoothing. The default values equal 1. Larger multipliers produce a smoother estimate, and smaller ones produce a rougher estimate.

GRIDL=numlist
specifies the lower grid limits for the kernel density estimate. You should specify one number for univariate smoothing and two numbers separated by a comma for bivariate smoothing. The default values equal the minimum observed values of the variables.

GRIDU=numlist
specifies the upper grid limits for the kernel density estimate. You should specify one number for univariate smoothing and two numbers separated by a comma for bivariate smoothing. The default values equal the maximum observed values of the variables.

DATA=SAS-data-set
specifies the input SAS data set to be used by PROC KDE. The default is the most recently created data set.

LEVELS=numlist
lists percentages of data for which density contours are to be computed. The default levels are 1, 5, 10, 50, 90, 95, 99, and 100.

METHOD=SJPI
METHOD=SNR
METHOD=SROT
METHOD=OS
specifies the method used to compute the bandwidth. Available methods are Sheather-Jones plug in (SJPI), simple normal reference (SNR), Silverman's rule of thumb (SROT), and oversmoothed (OS).

Refer to Jones, Marron, and Sheather (1996) for a description of each of these methods. SJPI is the default for univariate smoothing, and SNR is the default and only available method for bivariate smoothing.

NGRID=numlist
NG=numlist
specifies the number of grid points associated with the variables in the VAR statement. You should specify one number for univariate smoothing and two numbers separated by a comma for bivariate smoothing. The default values are 401 when there is a single VAR variable and 60 when there are two VAR variables.

OUT=SAS-data-set
specifies the output SAS data set containing the kernel density estimate. This output data set contains the following variables:



PERCENTILES=numlist
lists percentiles to be computed for each VAR variable. The default percentiles are 0.5, 1, 2.5, 5, 10, 25, 50, 75, 90, 95, 97.5, 99, and 99.5.

SJPIMAX=number
specifies the maximum grid value in determining the Sheather-Jones plug in bandwidth. The default value is 2 times the oversmoothed estimate.

SJPIMIN=number
specifies the minimum grid value in determining the Sheather-Jones plug in bandwidth. The default value is the maximum value divided by 18.

SJPINUM=number
specifies the number of grid values used in determining the Sheather-Jones plug in bandwidth. The default is 21.

SJPITOL=number
specifies the tolerance for termination of the bisection algorithm used in computing the Sheather-Jones plug in bandwidth. The default value is 1E-3.

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