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Re: st: RE: Outlier: Detection

From   Maarten buis <>
Subject   Re: st: RE: Outlier: Detection
Date   Tue, 19 Feb 2008 21:55:14 +0000 (GMT)

--- wrote:
> I am trying to run a stata program to detecet outlier in my data
> set. I found 2 grubbs programs written in stata. Programs are here:
> Program # 1.
> _______________________________program
> begins_____________________________________________
> **************************************
> * This is grubbs.ado beta version
> * Date: Jan, 20,2007
> * Version: 1.1
> * 
> * Questions, comments and bug reports : 
> *

An email adress is included in the code, so that seems the person best
qualified to answer your question. 

In general I am very sceptical about automatic data dullifiers. There
are two reasons why some observation is an outlier: 

1) something went wrong during data collection / recording / recoding
in which case you should be able to find it without any automated
precedure. Often graphical methods are great ways of finding those.

2) an observation is truely exceptional, in which case it contains
valueable information. Actually this information is much much more
valueable than those dull observations somewhere in the middle. So, you
definately do not want to ignore it. 

Automated procedures would mix up 1) and 2), so it is much better to
use your own knowledge and judgement. 

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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