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Re: st: About filters for outliers


From   William Buchanan <william@williambuchanan.net>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: About filters for outliers
Date   Mon, 10 Jun 2013 19:43:13 -0700

Why do you assume that the outliers are purely noise?  There are several methods available to detect outliers which are well documented in the help file for regress.  However, any program that would automatically drop these observations would have no way of know whether or not the observations were plausible or just problematic to the fit of the model.  If you have many outliers I would suggest looking into alternative models that are robust to the specific context in which you are fitting your models. 

HTH,
Billy

Sent from my iPhone

On Jun 10, 2013, at 19:35, Kayla Bridge <kayla.bridge@outlook.com> wrote:

> Dear all,
> 
> I am trying to rule out the noise in the data set, for example, the outliers. Is there any commands that can be used to achieve this target? Or what kind of filters can be used and how to apply in this situation? Any suggestion is appreciated.
> 
> Best,
> Kayla                         
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