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Re: st: Factor analysis and winsorizing/Outlier


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Factor analysis and winsorizing/Outlier
Date   Mon, 25 Nov 2013 12:37:45 +0000

See also previous discussions on this list e.g.
http://www.stata.com/statalist/archive/2007-06/msg00241.html
Nick
[email protected]


On 25 November 2013 11:16, Maarten Buis <[email protected]> wrote:
> The best thing to do is figure out why that observation is so special.
> For example, your observations are hospitals, you mainly have regional
> hospitals and your outlier is the only academic hospital. After that
> you can make an informed decision on how best to include that
> observation in your analysis.
>
> -- Maarten
>
>
> On Mon, Nov 25, 2013 at 12:10 PM, Florian Christian Esser
> <[email protected]> wrote:
>> Hi Nick,
>> thanks for your answer.
>> What other things to are there? I am particularly worried about one
>> outlier, that is in the range of "4" whereas most other results are based
>> around "0". Sample size is 88.
>>
>> Thanks again
>> Florian
>>
>>> I don't think there is any "should" here that comes on tablets of stone.
>>>
>>> If you are worried about outliers, there are many things you can do,
>>> but if Winsorizing raw data is not enough to produce good results,
>>> then further Winsorizing on what factor analysis produces is likely to
>>>  be going further down the wrong road.
>>> Nick
>>> [email protected]
>>>
>>>
>>> On 25 November 2013 08:26, Florian Christian Esser
>>> <[email protected]> wrote:
>>>> Hi everyone,
>>>>
>>>> I am using an exploratory factor analysis with three factors to derive a
>>>> strategy construct based on secondary data.
>>>>
>>>> If I am winsorizing ma data, how should I proceed? Do I winsorize the
>>>> input factors, do I winsorize the resulting construct, do I winsorize at
>>>> both stages?
>>>>
>>>> Thanks a lot
>>>> Florian
>>>>
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>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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