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Re:st:problems with outliers


From   Nazaria Solferino <solf73@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re:st:problems with outliers
Date   Thu, 8 Aug 2002 13:35:41 +0200 (CEST)

First, I'm trying to follow your suggestion about
using the command >if but I have 12 variables: do you
think I could use it the same?(sorry, if pheraphs my
question it's a bit silly: but isn't this method the
same as dropping observations? I mean Sytata
automatically won't take care of the observations
which hhavve variables outside the range?)

Second, I must realize a regression using a logit
model: what's the equivalent command as qreg I could
use in that case?

Third, I'd like to try also with the method of
transformation: could you give me some suggestion
about what transformstion should I perform?


thank you again to everybody for your support.


















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). 


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