How "messy" it looks is related to the bandwidth for the kernel density estimator. If you think that the default bandwidth is underfitting the data, you can manually increase the bandwidth. The syntax i PROC SGPLOT is kernel(C=value). Small values (near zero) result in widely oscillating fits. Large values (near 100) results in fitting the mean density. Try values in the range 20--60 and see what happens.
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