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st: using qqvalue with studentized residuals
From
"Airey, David C" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: using qqvalue with studentized residuals
Date
Mon, 21 Feb 2011 18:48:12 -0600
.
I was checking for outliers from a regression, and found using Roger's package qqvalue useful:
anova r c t c#t // 2x2 factorial ANOVA
predict r_stud, rstudent // externally studentized residuals
egen group = group(c t)
scatter r_stud group, ms(Oh) // 3 potential outliers
gen prob = 2*ttail(106-3-1,r_stud) // ext. stud. residuals are t with n-m-1 df
// this is done because it could have been any of the 106 obs chosen
qqvalue prob, method(holm) qvalue(myqvalue)
list if myqvalue < 0.05
drop if myqvalue < 0.05 // one outlier dropped
etc.
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