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RE: st: How to delete studentized residuals with absolute values greater than or equal to two after conducting areg procedure?


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: How to delete studentized residuals with absolute values greater than or equal to two after conducting areg procedure?
Date   Thu, 27 Jun 2013 06:03:09 +0000

I agree with David completely.  I would also note STRONGLY that using a criterion of 2 for removal of 'outliers' is way too generous.  I have always used 2.5 or 3 for removal in the regression, but I would never remove them from the data set!

Peter A. Lachenbruch,
Professor (retired)
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] on behalf of David Hoaglin [dchoaglin@gmail.com]
Sent: Wednesday, June 26, 2013 6:50 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: How to delete studentized residuals with absolute values greater than or equal to two after conducting areg procedure?

Dear George,

Please explain why you want to delete studentized residuals whose
absolute values are greater than 2.  I hope you are not planning
simply to remove the corresponding observations from the data for your
regression.

David Hoaglin

On Wed, Jun 26, 2013 at 9:37 PM, George_Huang <cjhuang168@gmail.com> wrote:
> Dear statalisters,
>
>
> I can predict studentized residuals after running reg. However, I don’t know
> how to save the studentized residuals after running areg. Does anyone know
> how to delete studentized residuals with absolute values greater than or
> equal to two after conducting areg procedure?
>
> Many thanks,
>
> Regards,
>
> George

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