Re: st: Elimination of outliers

[Nick Cox <njcoxstata@gmail.com>]

In general, a very bad idea. Consider transforming your response or  
predictors or using a non-identity link function in a generalized  
linear model or some flavour of robust regression as more measured  
tactics.

Nick

On 6 Jun 2011, at 12:46, "Achmed Aldai" <Hauptseminar@gmx.de> wrote:

> Hi
>
> I am currently working on a do file where I want to eliminate  
> outliers which have the highest and the lowest values regarding  
> certain variables. Here it is e.g. at and lt. In general I have  
> 150000 observations and out of these observations I want to delete  
> 25 observations from the upper and lower boundaries. But it might  
> also be better to do it relatively meaning that I dont take the  
> highest and lowest 25 but the lower and upper 1% of the  
> corresponding variables.
>
> gvkey           at           lt
> 1001            1120         231
> 1001            1230         312
> 1210            57           32
> 1210            67           25
> 1354            789          560
> 1368            650          500
> 1481            1230         900
> 2930            21           30
> 3201            234          213
> 3201            256          220
> 3210            267          320
> 4510            4335         3214
>
> I hope this became clear.
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