Mark, thanks for your reply and the function your provided. Would it be
possible to let me
know the answer for the following specific winsorization job: truncating
time series at 4 standard deviations from the mean, setting these outside
the range equal to the boundary value, in other words, the series is
winsorized by replacing all these outside the range [mean +/- standard
deviations] with these boundary. Thanks in advance. Gary
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Mark Schaffer
Sent: Saturday, 19 June 2004 5:40 PM
To: [email protected]; gary tian
Subject: Re: st: Windorization
-findit winsor-
Quoting gary tian <[email protected]>:
> Dear All, could any one let me know if there is any program for
> doing winsorization of time series data? Thanks. Gary
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Shige
> Sent: Saturday, 19 June 2004 9:55 AM
> To: [email protected]
> Subject: st: Interaction between two splines?
>
>
> Dear All,
>
> I am doing a discrete time hazard model. I have two continuous
> variables
> whose functional forms are not knwon. Linear spline seems to be a
> good
> choice to check the functional form. Now I also want to include
> their
> interaction terms, can I multiply the two splines like multiplying
> two
> sets of dummy variables? I don't remember have read anywhere about
> how to
> interprete spline interactions. Thanks!
>
> Shige Song
> Department of Sociology, UCLA
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>
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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