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Re: st: technical question on the removal of outliers


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: technical question on the removal of outliers
Date   Mon, 28 Feb 2011 09:26:16 +0000

Not so. Winsorizing replaces values in the tail with selected values
closer to the middle of the distribution. It does not drop
observations and is not what was asked for.

That said, I agree with Eric. There are better ways to deal with
possible outliers.

Nick

On Mon, Feb 28, 2011 at 6:50 AM, Robert A Yaffee <bob.yaffee@nyu.edu> wrote:

>    Type: help winsor
>             findit winsorize
>             or
>             help robmean
>
>       Either of the first two will provide the answer.
>
>
> webuse auto
> winsor mpg, p(.01)
> From: rado645-bg@yahoo.de

>> is there a possibility to remove outliers in the highest 99th and
>> lowest 1st
>> percentile in stata before running regressions? I proceed currently by
>> using
>> sum, varlist, det after which I manually drop these observations.
>>
>>
>> However it is rather time consuming when one needs to run a lot of
>> regressions.
>> I would be glad if you could share such stata command with me.

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