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


From   "George_Huang" <cjhuang168@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: How to delete studentized residuals with absolute values greater than or equal to two after conducting areg procedure?
Date   Thu, 27 Jun 2013 14:27:00 +0800

Dear David and Peter,

Thanks for both of your suggestions. I want to delete studentized residuals that have an absolute value greater than or equal to two to delete outliers because I want to test the robustness of the analysis results. This is suggested by my coauthor. However, I am more comfortable for deleting the outliers by 3 absolute value of studentized residuals as you mentioned. I can not find postestimation for studentized residuals after conducing areg procedure. If you have further suggesitons, please let me know.

Thanks a lot,

George


-----原始郵件----- From: Lachenbruch, Peter
Sent: Thursday, June 27, 2013 2:03 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?

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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