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From |
Xixi Lin <winnielxx@gmail.com> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: How to get rid of outliers |

Date |
Thu, 24 Oct 2013 16:08:18 -0400 |

Sergiy, One more question to bother you, I tried the single variable and it works. Then I tried to do it by period. The code seems to be not successful. Here is my code: forvalues i=1/496{ foreach x in Return_lead1 Momentum Size Volume MB { qui centile `x' if Period==`i', c(0.5 99.5) local y=r(c_1) local z=r(c_2) keep if inrange(`x',`y',`z')& Period==`i' } } Do you know what is wrong with my code? Thank you. Best, Xixi Lin On Thu, Oct 24, 2013 at 3:47 PM, Sergiy Radyakin <serjradyakin@gmail.com> wrote: > Xixi, > > statalist FAQ in 3.1 suggests to "Explain what doesn’t work". > > The code I posted removes the persons from NLSW88 dataset shipped with > Stata that report very low or very high wages, compared to the other > people in this dataset (2.5% of low earners and 2.5% of high earners). > It also plots the distribution graph, to give you an idea of what it > is going to do (keep only people between the two red lines, remove the > persons in the tails). > > The code is here: > do http://radyakin.org/statalist/2013102401/remove_outliers.do > > The picture is here: > http://radyakin.org/statalist/2013102401/wage_cut.png > > The program drops 112 persons, which is roughly .0498 of the sample. > (you can only drop a _whole_ person, so that is not exactly 0.05). > > Now, what "seems to be not working" mean? > > Best, Sergiy Radyakin > > > > On Thu, Oct 24, 2013 at 2:54 PM, Xixi Lin <winnielxx@gmail.com> wrote: >> Hi Sergiy, >> >> I tried your code, but it seems to be not working. >> >> Best, >> Xixi Lin >> >> On Thu, Oct 24, 2013 at 11:55 AM, Sergiy Radyakin >> <serjradyakin@gmail.com> wrote: >>> Xixi, listen to Nick's advice. But if you still want to drop them, here is how: >>> >>> sysuse nlsw88 >>> centile wage, c(2.5 97.5) >>> local l=r(c_1) >>> local r=r(c_2) >>> kdensity wage, xline(`l') xline(`r') >>> keep if inrange(wage, `l', `r') >>> >>> Best, Sergiy Radyakin >>> >>> >>> On Thu, Oct 24, 2013 at 10:45 AM, Nick Cox <njcoxstata@gmail.com> wrote: >>>> If the question is simple >>>> >>>> How to get rid of outliers? >>>> >>>> then there is a good simple long answer >>>> >>>> Don't (usually). >>>> >>>> and a good simple short answer >>>> >>>> Don't. >>>> >>>> There are of course even longer answers in many places. The thread starting at >>>> >>>> http://www.stata.com/statalist/archive/2007-06/msg00185.html >>>> >>>> throws a variety of lights on outliers and immodesty leads me to recommend >>>> >>>> http://www.stata.com/statalist/archive/2007-06/msg00239.html >>>> >>>> as particularly long-winded, and respect leads me to nominate Richard >>>> Goldstein's concise remark >>>> >>>> http://www.stata.com/statalist/archive/2007-06/msg00240.html >>>> >>>> as most penetrating of all. But the whole thread is worth looking through >>>> >>>> One rather long footnote to the thread is provided by >>>> >>>> SJ-13-3 st0313 . . . . . . . . . . . . . . Speaking Stata: Trimming to taste >>>> (help trimmean, trimplot if installed) . . . . . . . . . . N. J. Cox >>>> Q3/13 SJ 13(3):640--666 >>>> tutorial review of trimmed means, emphasizing the scope for >>>> trimming to varying degrees in describing and exploring data >>>> >>>> but the best Stata incantation of all is likely to be -glm-. >>>> >>>> More generally, modify your model so that outliers are accommodated. >>>> >>>> Don't modify your data because they are awkward to analyse. >>>> >>>> Nick >>>> njcoxstata@gmail.com >>>> >>>> >>>> On 24 October 2013 15:31, Xixi Lin <winnielxx@gmail.com> wrote: >>>>> Hi All, >>>>> >>>>> I know it seems to be a very simple question. But I still wanna ask >>>>> how to keep 99%(95%) of the data? Is it just chop off 2 standard >>>>> deviations? How to code it then? >>>>> >>>>> Thanks a lot. >>>>> >>>>> Best, >>>>> Xixi Lin >>>>> * >>>>> * For searches and help try: >>>>> * http://www.stata.com/help.cgi?search >>>>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>>>> * http://www.ats.ucla.edu/stat/stata/ >>>> * >>>> * For searches and help try: >>>> * http://www.stata.com/help.cgi?search >>>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>>> * http://www.ats.ucla.edu/stat/stata/ >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How to get rid of outliers***From:*Xixi Lin <winnielxx@gmail.com>

**Re: st: How to get rid of outliers***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: How to get rid of outliers***From:*Sergiy Radyakin <serjradyakin@gmail.com>

**Re: st: How to get rid of outliers***From:*Xixi Lin <winnielxx@gmail.com>

**Re: st: How to get rid of outliers***From:*Sergiy Radyakin <serjradyakin@gmail.com>

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