Sometimes you want to compare 2 densities, say for 2 sub-populations. I came across some code years ago for this which was a bit clumsy and then I lost the code so I worked out a better way.
You have a continuous variable Y and a dummy variable male=1,0 . You want to compare the male & female densities
Kdensity Y if male==1, addplot (kdensity Y if male==0)
Of course you knew this already
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