Silverman's rule-of-thumb

[Mette Jensen]

Hey,

I have a question regarding the bandwidth calculated by Silverman's rule of thumb. I am using the command "kdensity" and i want to compare the different kernels (gaussian, epanechnikov, biweight act.) using the bandwidth calculated by Silverman's rule of thumb. My understanding is that the default is using Silverman's rule of thumb using a gaussian kernel. But how do i "transform" this into the optimal bandwidth for the other kernels?

Best regards,

Mette

[FernandoRios]

Hi Mette
You have two options.
1. Calculate the bandwidths yourself. You can do that easily following Ben Jann's paper http://fmwww.bc.edu/RePEc/bocode/k/kdens.pdf
2. install the command kdens "ssc install kdens". This command estimates kernel densities applying siverman's plugin rule of thumb
HTH
Fernando

[Mette Jensen]

Hi Farnando,

Thank you so much. My problem is solved.

Best regards,

Mette