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SAS Note: 001844 ***ALERT NOTE*** Product: STAT
Title:
Bivariate kernel density estimate incorrect when computed values of p
are unequal
Keywords:
INCORRSTAT INCORROUT BIVARIATE KERNEL DENSITY ESTIMATE P
Text:
PROC KDE will generate an incorrect bivariate kernel density estimate
when the computed values of p-sub-x and p-sub-y are unequal. For
details regarding the formula for p, refer to the Convolutions section
of PROC KDE in the Online Documentation or "SAS/STAT User s Guide,
Version 8, Volume 2".
To circumvent this problem, do not specify a combination of values for
the PROC KDE statement options NGRID= , GRIDL= , and GRIDU= that will
result in unequal values of p-sub-x and p-sub-y. In general, you can
avoid having to compute p with a simple graphical test. It is
recommended that you overlay your data values onto a plot of the
estimated density and observe the fit. When the estimated density is
correct, the values of p are equal and the fit will be good. When the
estimated density is incorrect, the values of p are unequal and the fit
will be obviously poor. Following is an outline of the code for a
graphical test:
/* Output the kernel density estimate */
proc kde data=OriginalDataSet out=KernelDensityEstimate;
var X_variable Y_variable;
run;
/* create an annotate data for all of your raw data values */
data AnnotateDataSet;
set OriginalDataSet;
retain xsys ysys '2' position '5' function 'label' text '*'
color 'red';
x=X_variable;
y=Y_variable;
run;
/* annotate the raw data values onto a contour plot of the kernel
density estimate. the density should coincide with the data
values */
proc gcontour data=KernelDensityEstimate;
plot Y_variable*X_variable = density / anno= AnnotateDataSet;
run;
Reported Releases:
+------------REPORTED------------+ +------FIXED-----+
System Version Level Version Level
AIX/R 8 M0 8 1M0
CMS 8 M0 8 1M0
DigitUnx 8 M0 8 1M0
HP800 8 M0 8 1M0
IABI 8 M0 8 1M0
MIPS ABI 8 M0 8 1M0
MVS 8 M0 8 1M0
OS/2 8 M0 8 1M0
Solaris 8 M0 8 1M0
VMS 8 M0 8 1M0
VMS/AXP 8 M0 8 1M0
WIN/NT 8 M0 8 1M0
Win2000 8 M0 8 1M0
Win95 8 M0 8 1M0
Win98 8 M0 8 1M0
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