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From |
David Hoaglin <dchoaglin@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: 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 08:31:15 -0400 |

Dear George, Assessing "the robustness of the analysis results" usually involves much more than rerunning the model after removing observations that the model does not fit well. Your coauthor should explain the justification for removing those "outliers." Whenever possible, one should investigate observations that have large residuals. The definition of "studentized residual" is important here. Much of the literature on regression diagnostics defines the studentized residual for observation i as the difference between the observed value of y for observation i and the value of y predicted for observation i by the regression model without observation i, divided by a suitable estimate of the standard deviation of that difference. Some people use the term "jackknife residual." The reasoning is that an observation that is influential may not have a large residual, because it has distorted the fit. Sometimes two or more observations are jointly influential, so that their individual studentized residuals are not large. If one can detect such behavior (not always an easy task), one then removed the whole group of observations (and tries to understand what is responsible for their behavior). All this is part of careful analysis; nothing is automatic. Earlier you mentioned -reg-, from which you can get the information you need (in postestimation). I have seldom used -areg-, but I am not surprised that it does not give the same detailed information about individual observations. It appears that you have some type of panel data, so the diagnostic process may be more complicated. You may want to tell us more about your data. I hope this discussion helps. David Hoaglin On Thu, Jun 27, 2013 at 2:27 AM, George_Huang <cjhuang168@gmail.com> wrote: > 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**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>

**References**:**st: How to delete studentized residuals with absolute values greater than or equal to two after conducting areg procedure?***From:*"George_Huang" <cjhuang168@gmail.com>

**Re: st: How to delete studentized residuals with absolute values greater than or equal to two after conducting areg procedure?***From:*David Hoaglin <dchoaglin@gmail.com>

**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>

**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>

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