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Re: st: winzorized mean comparison

From   Ronán Conroy <>
Subject   Re: st: winzorized mean comparison
Date   Mon, 17 Jul 2006 16:59:41 +0100

On 17 Iúil 2006, at 13:43, Chapman, Ben P wrote:

Dear Stata list,

A colleague in biostatistics has a Stata inquiry that's stumped me. I know there's a program for winsorizing means, but he is curious to know if stata has any procedure for comparing two or more independent groups with trimmed or winsorized means, rather than conventional means as in a t-test. Apropros of the recent discussion about FAQs, I have indeed searched and see nothing on this. Any thoughts much appreciated.
Winsorising is named after the British Royal Family, whose motto is 'ignore anything odd' (de gustibus, nil, nisi noster').

If you want to examine the effect of outlying observations on the conclusions of a regression, try robust regression (-rreg-), which downweights observations iteratively rather than giving them all the snip at once.

However, this is really just a check to see whether the substantive conclusions of your analysis can be altered when observations with extreme influence on the model are down-weighted. Your problem of estimating effect sizes - if you had one - remains.

If you have seriously disturbed data, you could try -ologit- on the data re-expressed as suitable quantiles (deciles, say).

Ronán Conroy
Royal College of Surgeons in Ireland
+353 (0) 1 402 2431
+353 (0) 87 799 97 95

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