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st: Decision on trimming the data


From   Rijo John <rijo@igidr.ac.in>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Decision on trimming the data
Date   Tue, 22 Jun 2004 18:33:04 +0530 (IST)

Dear Stata users,

 I have a data set with quite a few outliers. Suppose I am trimming my
dependent  variable 1% each from top and bottom using 1st and 99th
percentiles. And I have the regression estimates before and after
trimming. Let us also suppose that some of the variables that were
significant before trimming turned out to be insignificant after trimming
and/or viceversa.

 Is there a standard way by which one can decide how much percentage
of data should be trimmed? Is a chow test for the equality of coefficients
enough for this? I mean trim upto the point where the changes in
coefficients becomes insignificant? Or is there any other standard way to
do this?

Thanks in advance...

Rijo John.

***************************************************
Rijo.M.John,Research Scholar
Indira Gandhi Institute of Developement Research,
Film City Road, Goregaon East,
Mumbai, India-400065.
contact: (+91)9892412476



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