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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 16:35:30 -0400 |

Sergiy, Thank you so much! You are a life saver. ^_^ Best, Xixi Lin On Thu, Oct 24, 2013 at 5:23 PM, Richard Williams <richardwilliams.ndu@gmail.com> wrote: > At 03:08 PM 10/24/2013, Xixi Lin wrote: >> >> 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' >> } >> } > > > Everything in periods 2 through 496 is going to get dropped after the first > time through the loop, because they won't meet the requirement that Period > == 1. Not sure, but this might work: > > drop 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/ > > > ------------------------------------------- > Richard Williams, Notre Dame Dept of Sociology > OFFICE: (574)631-6668, (574)631-6463 > HOME: (574)289-5227 > EMAIL: Richard.A.Williams.5@ND.Edu > WWW: http://www.nd.edu/~rwilliam > > * > * 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>

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

**Re: st: How to get rid of outliers***From:*Richard Williams <richardwilliams.ndu@gmail.com>

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