PROC KDE truncates the OUT= data set range at the minimum and maximum data values. As a result, the integral of the kernel density can be less than 1.

To address this issue, the tails of the density are included in the output beginning in SAS 9.4 TS1M4 (SAS/STAT 14.2). You can specify the TRUNCATE option in the PROC KDE statement if you want to generate the same OUT= data set as previous releases.

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