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st: Determining h or p in winsor command


From   Amanda Balzer <amanda.balzer@huskers.unl.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Determining h or p in winsor command
Date   Thu, 29 Sep 2011 14:17:19 -0500

I am using Nick Cox's -winsor- command to clean outliers in my data and wondered what the rule of thumb is in determining either the p (fraction of observations) or h (number of observations) to enter in the command to be winsorized. Do you simply view scatterplots and count observations? This seems problematic with large datasets. 

When calculating the values for winsorizing by hand (which I was doing before this command), I would simply set all values greater/less than the upper and lower Tukey's hinges +/- 1.5*spread to the said value. The -winsor-  command does a similar computation but doesn't automatically set the too high and too low values to the determined minimum and maximum. How does one determine p or h?

Amanda Balzer
University of Nebraska-Lincoln
amanda.balzer@huskers.unl.edu




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