[Gretl-users] on kernel density

Leandro Zipitria leandro.zipitria at gmail.com
Tue Jan 28 09:14:23 EST 2014


Dear all,

First, I have checked the CSV and confirm that now the kernel works as
expected.
Thanks all for the help.
Just to add that the information is plotted reversed (the data generated
for the kernel approximation is reversed in the matrix), I attach the file
generated.

Thanks a lot
Leandro


2014-01-28 Riccardo (Jack) Lucchetti <r.lucchetti at univpm.it>

> 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.
>
>
> -------------------------------------------------------
>   Riccardo (Jack) Lucchetti
>   Dipartimento di Scienze Economiche e Sociali (DiSES)
>
>   Università Politecnica delle Marche
>   (formerly known as Università di Ancona)
>
>   r.lucchetti at univpm.it
>   http://www2.econ.univpm.it/servizi/hpp/lucchetti
> -------------------------------------------------------
>
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> Gretl-users mailing list
> Gretl-users at lists.wfu.edu
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