Re: [Gretl-users] on kernel density
On Tue, 28 Jan 2014, Leandro Zipitria wrote:
Dear Gretl users,
I am trying to run a kernel approximation to a series of data (attached),
using the command kdensity as show in the manual.
Specifically, the inp is as follows:
matrix d = kdensity(Water)
gnuplot --matrix=d --with-lines --output=pruba.eps
But, once run the output says that the second column has non finite values.
Maybe is because values are integers, but I have checked on Stata (sorry, a
friend of mine, I do not use it), and the kernel density flows without
problems.
Is this a problem of the data, or I am doing something wrong?
Well, your data are in fact a bit weird: "Water" really is a discrete
variable, with most cases equal to 0 and a few other values in the
support. If you set Water as discete, this is what you get from the "freq"
command:
<output>
Frequency distribution for Water, obs 1-2619
frequency rel. cum.
0 2190 83.62% 83.62% ******************************
0.5 15 0.57% 84.19%
0.6 1 0.04% 84.23%
1 98 3.74% 87.97% *
1.1 27 1.03% 89.00%
1.5 148 5.65% 94.65% **
2 122 4.66% 99.31% *
2.2 18 0.69% 100.00%
</output>
So this is decidedly not the kind of data you want to compute the kernel
density of.
Having said this, the fact that "kdensity" produces a string of NAs is in
fact a bit perplexing, especially considering that if you add some random
noise, as in
<hansl>
Water2 = Water + 0.01*normal()
</hansl>
then things work like you'd expect them to. I'll have a look as soon as
possible.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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