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st: using qqvalue with studentized residuals


From   "Airey, David C" <david.airey@vanderbilt.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: using qqvalue with studentized residuals
Date   Mon, 21 Feb 2011 18:48:12 -0600

.

I was checking for outliers from a regression, and found using Roger's package qqvalue useful:

anova r c t c#t // 2x2 factorial ANOVA

predict r_stud, rstudent // externally studentized residuals

egen group = group(c t)
scatter r_stud group, ms(Oh) // 3 potential outliers

gen prob = 2*ttail(106-3-1,r_stud) // ext. stud. residuals are t with n-m-1 df

// this is done because it could have been any of the 106 obs chosen
qqvalue prob, method(holm) qvalue(myqvalue)

list if myqvalue < 0.05
drop if myqvalue < 0.05 // one outlier dropped

etc.


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