Re: st: getting rid of the outliners

[Ron�n Conroy <rconroy@rcsi.ie>]

On 30 Aib 2006, at 01:47, vora n wrote:

> Is there any STATA command that can drop
> the observations that are the outliners?

Dropping observations is never a good idea. If we restrict reasoning  
to the data that fit our model, we end up with something more like  
CNN than science.

If your data have outliers, then a couple of checks are needed:

1. Are they real?
If they are simply errors, you can rectify them

2. Are they all one one side of the distribution?
If so, you may have a distribution that is better re-expressed on a  
different scale, such as log-transformed.

3. Are they causing you to produce misleading conclusions?
Here, there are a couple of approaches possible in Stata:
-rreg- performs weighted regression which does not eliminate your  
outliers, but downweights their influence on the regression. Check to  
see that associations which were significant do not change to non- 
significant and vica versa.

-ologit- Try re-expressing your outcome variable in, say, deciles,  
and using -ologit- to model it. If the conclusions differ from the  
analysis you already performed, distrust the latter. You can also use  
-ologit-, of course, on your original data, so long as you don't have  
too many individual values - the limit is 50.





=========
Ron�n Conroy
rconroy@rcsi.ie
+353 (0) 1 402 2431
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