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st: RE: Re: Outlier detection


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Re: Outlier detection
Date   Tue, 20 Jan 2004 16:53:25 -0000

Tom Steichen has supplied the code for Grubbs' test. 

However, if your underlying idea is -- as I understand 
is implied by Grubbs' test -- 

	it's Gaussian (except that there are outliers) 

then this isn't really a problem soluble by 
transformation. Any transformation that pulls in outliers
will give you something that's not Gaussian, because of its
effect on the Gaussian lump. Conversely, if the underlying 
idea is 

	it's skew (and that includes some outliers) 

then a transformation is one natural solution, and 
Grubbs' test looks irrelevant. 

On detection, I suggest that boxplots are fairly lousy 
graphical detectors, given the amount of information 
they discard. You are better off with -dotplot- or 
something more like -symplot- or -skewplot- from SSC. 

-extremes- from SSC is also available. It is 
a tabulation program designed to allow focus on 
extremes (which may or may not be outliers). 

Nick 
[email protected] 

> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of 
> Janet Oliver
> Sent: 20 January 2004 15:22
> To: [email protected]
> Subject: st: Re: Outlier detection
> 
> 
> Can I detect outliers in Stata. A boxplot of my data shows 
> extreme values 
> and I cannot find a transformation to normality. I am 
> unhappy at just 
> discarding results because they are "extreme" and was 
> wondering if there is 
> an implimentation of Grubb's or Dixon's test, or indeed any more 
> satisfactory test.

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