Yes, I looked at this. What I am wondering is how do I loop winsor so that I can winsorize year by year? I tried creating groups and use forvalues i = 1/(#of years), etc. but am not getting the syntax correct. All the examples I found were of the form generate = ... and winsor creates the new variable using gen(varname).
Thanks, KK
-----Original Message-----
From: Neil Shephard [mailto:[email protected]]
Sent: Mon 08/02/2004 11:29
To: [email protected]
Cc:
Subject: Re: st: Winsor by group
> I am working with a time series and interested in winsorizing a
> variable by year. What is the easiest way to do this? Thanks, KK
>
.findit winsor
suggests that you might want to try installing and using the -winsor- command.
DESCRIPTION/AUTHOR(S)
winsor takes the non-missing values of a variable and generates a
new variable identical except that the h highest and h lowest
values are replaced by the next value counting inwards from the
extremes. h can be specified directly or indirectly by
specifying a fraction p of the number of observations: h = [p
n]. This transformation is named after the biostatistician C.P.
Winsor. This is version 1.3.0 of the software.
Author: Nicholas J. Cox, University of Durham
Support: email [email protected]
And in response to your searching of the archives, it depends on which mirror your
searching. I think that of the three only the Yahoo mirror will allow you to sort by date
(which appears to be the default). The archives at Harvard can be listed by date, but
there doesn't seem to a search function.
HTH's
Neil
Neil Shephard
Genetics Statistician
ARC Epidemiology Unit, University of Manchester
[email protected]
[email protected]
"If your result needs a statistician then you should design a better experiment" -
Ernest Rutherford
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