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Re: st: Winsor by group
> 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
suggests that you might want to try installing and using the -winsor- command.
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.
ARC Epidemiology Unit, University of Manchester
"If your result needs a statistician then you should design a better experiment" -
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