When no WEIGHT statement is specified, PROC KDE uses n, the number of observations, as the variance divisor. The default divisor in other procedures that compute simple statistics (PROC MEANS, PROC UNIVARIATE, etc.) is n-1, to give an unbiased estimate.

There are no options in PROC KDE for specifying the variance divisor, so the alternative is to use one of the Base SAS procedures to compute the variance, if you wish to use the more common formula.

Beginning in SAS 9.1, PROC KDE uses n-1 for the unweighted variance divisor.