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Re: st: Winsor by group


From   "Neil Shephard" <mdeasnds@fs1.ser.man.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Winsor by group
Date   Mon, 02 Aug 2004 16:29:16 +0100

> I am working with a time series and interested in winsorizing a
> variable by year.  What is the easiest way to do this?  Thanks, KK
> 

.findit winsor

suggests that you might want to try installing and using the -winsor- command.

DESCRIPTION/AUTHOR(S)
      
      winsor takes the non-missing values of a variable and generates a
      new variable  identical except that the h highest and h lowest
      values are replaced by the  next value counting inwards from the
      extremes. h can be specified directly or  indirectly by
      specifying a fraction p of the number of observations: h =  [p
      n]. This transformation is named after the biostatistician C.P.
      Winsor. This is version 1.3.0 of  the software.
      
      Author: Nicholas J. Cox, University of Durham
      Support: email  N.J.Cox@durham.ac.uk

And in response to your searching of the archives, it depends on which mirror your 
searching.  I think that of the three only the Yahoo mirror will allow you to sort by date 
(which appears to be the default).  The archives at Harvard can be listed by date, but 
there doesn't seem to a search function.

HTH's

Neil

Neil Shephard
Genetics Statistician
ARC Epidemiology Unit, University of Manchester
neil.shephard@man.ac.uk
neil.shephard@mindless.com

"If your result needs a statistician then you should design a better experiment" - 
Ernest Rutherford

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