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RE: st: Winsor by group - still can't get it

From   "Kiousis, P. Konstantina" <[email protected]>
To   <[email protected]>
Subject   RE: st: Winsor by group - still can't get it
Date   Mon, 2 Aug 2004 12:55:21 -0400

Sorry but I still can't get this to work.  I tried using a stata dataset as a test.  I used 


After the forval, I get an error message 0 values to be winsorized.  I tried creating a local variable for max and min year and a few other things but for some reason, it still isn't working.  What would the syntax be for this dataset?  Thanks a bunch, KK


-----Original Message----- 
From: Nick Cox [mailto:[email protected]] 
Sent: Mon 08/02/2004 11:39 
To: [email protected] 
Subject: RE: st: Winsor by group

	-winsor- doesn't support a -by()- option or -by:-.
	Your options include rewriting it so that it does,
	gen winsor = .
	su year, meanonly
	qui forval y = `r(min)'/`r(max)' {
	        winsor response if year == `y', <winsor_options> gen(temp)
	        replace winsor = temp if year == `y'
	        drop temp
	[email protected]
	Neil Shephard replied to KK
	> > I am working with a time series and interested in winsorizing a
	> > variable by year.  What is the easiest way to do this?  Thanks, KK
	> >
	> .findit winsor
	> suggests that you might want to try installing and using the
	> -winsor- command.
	>       winsor takes the non-missing values of a variable and
	> generates a
	>       new variable  identical except that the h highest and h lowest
	>       values are replaced by the  next value counting inwards from the
	>       extremes. h can be specified directly or  indirectly by
	>       specifying a fraction p of the number of observations: h =  [p
	>       n]. This transformation is named after the biostatistician C.P.
	>       Winsor. This is version 1.3.0 of  the software.
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