The KDE Procedure

Continuing with Example 67.1, you can specify different bandwidth multipliers that determine the smoothness of the kernel density estimate. The following statements show kernel density estimates for the variable length by specifying two different bandwidth multipliers with the BWM= option:

proc kde data=channel;
   univar length(bwm=2) length(bwm=0.25);
run;
ods graphics off;

Output 67.2.1 shows an oversmoothed estimate because the bandwidth multiplier is 2. Output 67.2.2 is created by specifying BWM=0.25, so it is an undersmoothed estimate.

Output 67.2.1: Histogram with Oversmoothed Kernel Density Estimate

Output 67.2.2: Histogram with Undersmoothed Kernel Density Estimate