PROC KDE Statement

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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:

variables you specify in the VAR statement, with values corresponding to grid coordinates
density, with values equal to kernel density estimates at the associated grid point
count, containing the number of original observations contained in the bin corresponding to a grid point

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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