The KDE Procedure |
Recall the analysis from the section Getting Started: KDE Procedure. Suppose you would like a slightly smoother estimate. You could then rerun the analysis with a larger bandwidth:
ods graphics on; proc kde data=bivnormal; bivar x y / bwm=2; run;
The BWM= option requests bandwidth multipliers of 2 for both x and y. With ODS Graphics enabled, the BIVAR statement produces a contour plot, as shown in Output 45.3.1.
You can also specify multiple bandwidths with only one run of the KDE procedure. Notice that by specifying pairs of variables inside parentheses, a kernel density estimate is computed for each pair. In the following statements the first kernel density is computed with the default bandwidth, but the second kernel density specifies a bandwidth multiplier of 0.5 for the variable x and a multiplier of 2 for the variable y:
proc kde data=bivnormal; bivar (x y) (x (bwm=0.5) y (bwm=2)); run; ods graphics off;
The contour plot of the second kernel density estimate is shown in Output 45.3.2.
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