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Re: st: getting rid of the outliners
On 30 Aib 2006, at 01:47, vora n wrote:
Is there any STATA command that can drop
the observations that are the outliners?
Dropping observations is never a good idea. If we restrict reasoning
to the data that fit our model, we end up with something more like
CNN than science.
If your data have outliers, then a couple of checks are needed:
1. Are they real?
If they are simply errors, you can rectify them
2. Are they all one one side of the distribution?
If so, you may have a distribution that is better re-expressed on a
different scale, such as log-transformed.
3. Are they causing you to produce misleading conclusions?
Here, there are a couple of approaches possible in Stata:
-rreg- performs weighted regression which does not eliminate your
outliers, but downweights their influence on the regression. Check to
see that associations which were significant do not change to non-
significant and vica versa.
-ologit- Try re-expressing your outcome variable in, say, deciles,
and using -ologit- to model it. If the conclusions differ from the
analysis you already performed, distrust the latter. You can also use
-ologit-, of course, on your original data, so long as you don't have
too many individual values - the limit is 50.
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