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RE: st: technical question on the removal of outliers


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: technical question on the removal of outliers
Date   Mon, 28 Feb 2011 19:11:06 +0000

I don't disagree with you, Bob. I am familiar with winsorizing, as the author of the -winsor- program. However, the original poster wanted to -drop- observations, as is quite explicit in original posting. 

Nick 
n.j.cox@durham.ac.uk 

Robert A Yaffee

    Winsorizing is one way of removing outliers, Nick.  By removing 
the values that are 3.5 sd away from the mean one removes the outliers.
It's not the only way.

Nick Cox

> 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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