DENSITYOVERLAY in KDE Works Incorrectly

[Junyong]

The following HAVE contains X and Y, which are normally distributed.

data have;
do i=1 to 5000;
x=rannor(1);
y=rannor(1);
output;
end;
run;

KDE estimates the kernel densities.

ods listing gpath="!userprofile\desktop\";
ods graphics on;
proc kde;
univar x(bwm=0.05) y(bwm=0.05)/plots=(density densityoverlay);
run;
ods graphics off;

The code spits out the following three plots—(1) the kernel density of X, (2) that of Y, and (3) the overlapped one.

The problem is the third one, which poorly overlaps the first two. Though it works well without the BWMs above, I practically need to use them. What is the problem here? Thanks a lot.

[Reeza · Accepted solution]

Your bandwidth multiplier is causing the issue. Make it bigger or use bandwidth (BW) setting alone instead of the multiplier version, unless you understand what it's doing and that's what you want.

[Junyong]

I misunderstood the function of BW and BWM so far. Thanks for the notice.