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Re: st: Removing outliers from my dataset


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Removing outliers from my dataset
Date   Tue, 16 Apr 2013 09:24:15 -0500

On Tue, Apr 16, 2013 at 9:11 AM, Andreas Dall Frøseth
<Andreas.Froseth@stud.nhh.no> wrote:
>
> Thank you for your feedback. I agree with the concerns you listed, and will certainly be aware of these during my work with analyzing possible problems with my dataset.


<snip>

>
> Is there a approach I could use that allows me to analyze the effect of excluding some of the companies, before I drop them from my set (ie creating a variable and using the if-command)? This would be helpful when documenting my work in my thesis.


Quantile regression seems like a pretty good idea given your problems,
then. It lets you model the conditional distribution reasonably well
but limits the impact of big outliers in the dependent variable. (It
does not limit the impact of high leverage points, i.e., outliers in
the predictor space.)

Jay

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