Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st:. : [problem with outliers in regression]


From   Nazaria Solferino <solf73@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st:. : [problem with outliers in regression]
Date   Wed, 7 Aug 2002 18:36:06 +0200 (CEST)

Thank you for your help.
Could you give me some suggestions about
transformation?


> Hello! I'm a new Stata user and I'm not very good at
> using it yet. I hope some one can help with my
> problem. I've a large dataset, with some outliers,
and
> I'd like to manage variables, that I have, only in a
> restricted range(without dropping observations) I've
> thought I could give a zero value to all veriables
> outside a certain range so I mean I should generate
a
> newvar=oldvar then replace newvar=0 if outside the
> range. First, is this a sattistical correct
procedure?

(Please use informative titles on Statalist messages.)


No. Stata will take the new values of 0 just as
literally 
as the old outlying values. 

One way to exclude outliers is by an -if- condition: 
e.g. 

regress y x1 x2 x3 if y < 10000 

Naturally, there are other approaches to your problem 
including  

1. a robust technique. I've found -qreg- very good. 

2. transformation. 

3. -glm- with a nonlinear link (e.g. log). 



______________________________________________________________________
Scarica il nuovo Yahoo! Messenger: con webcam, nuove faccine e tante altre novitÓ.
http://it.yahoo.com/mail_it/foot/?http://it.messenger.yahoo.com/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index