The KDE Procedure

Example 54.2 Changing the Bandwidth

Continuing with Example 54.1, you can specify different bandwidth multipliers that determine the smoothness of the kernel density estimate. The following statements show kernel density estimates for the variable length by specifying two different bandwidth multipliers with the BWM= option: 

proc kde data=channel;
   univar length(bwm=2) length(bwm=0.25);
run;
ods graphics off;

Output 54.2.1 shows an oversmoothed estimate because the bandwidth multiplier is 2. Output 54.2.2 is created by specifying BWM=0.25, so it is an undersmoothed estimate.

Output 54.2.1: Histogram with Oversmoothed Kernel Density Estimate

Histogram with Oversmoothed Kernel Density Estimate


Output 54.2.2: Histogram with Undersmoothed Kernel Density Estimate

Histogram with Undersmoothed Kernel Density Estimate