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st: Decision on trimming the data

From   Rijo John <[email protected]>
To   Statalist <[email protected]>
Subject   st: Decision on trimming the data
Date   Tue, 22 Jun 2004 18:33:04 +0530 (IST)

Dear Stata users,

 I have a data set with quite a few outliers. Suppose I am trimming my
dependent  variable 1% each from top and bottom using 1st and 99th
percentiles. And I have the regression estimates before and after
trimming. Let us also suppose that some of the variables that were
significant before trimming turned out to be insignificant after trimming
and/or viceversa.

 Is there a standard way by which one can decide how much percentage
of data should be trimmed? Is a chow test for the equality of coefficients
enough for this? I mean trim upto the point where the changes in
coefficients becomes insignificant? Or is there any other standard way to
do this?

Thanks in advance...

Rijo John.

Rijo.M.John,Research Scholar
Indira Gandhi Institute of Developement Research,
Film City Road, Goregaon East,
Mumbai, India-400065.
contact: (+91)9892412476

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